D∞-APPROXIMATION OF QUADRATIC VARIATIONS OF SMOOTH ITO PROCESSES

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	D∞-APPROXIMATION OF QUADRATIC VARIATIONS OF SMOOTH ITO PROCESSES
其他题名	D？∞-approximation of quadratic variations of smooth ito processes
	Huang ZY(黄志远)1; Ren JG(任佳刚)2
	1998-01-01
发表期刊	数学年刊：B辑英文版
ISSN	0252-9599
卷号	19.0 期号:003 页码:305-310
摘要	The purpose of this paper is to prove that the quadratic variations of smooth Ito process inthe sense of Malliavin-NuaJart can he approximated in Sobolev spaces over the Wiener space by its discrete quadratic variatlons.
其他摘要	The purpose of this paper is to prove that the quadratic variations of smooth Ito process inthe sense of Malliavin-NuaJart can he approximated in Sobolev spaces over the Wiener space by its discrete quadratic variatlons.
关键词	D∞-近似二次变量光滑过程概率论
收录类别	CSCD
语种	中文
CSCD记录号	CSCD:421877
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/55898
专题	中国科学院数学与系统科学研究院
作者单位	1.华中科技大学 2.中国科学院数学与系统科学研究院
推荐引用方式 GB/T 7714	Huang ZY,Ren JG. D∞-APPROXIMATION OF QUADRATIC VARIATIONS OF SMOOTH ITO PROCESSES[J]. 数学年刊：B辑英文版,1998,19.0(003):305-310.
APA	黄志远,&任佳刚.(1998).D∞-APPROXIMATION OF QUADRATIC VARIATIONS OF SMOOTH ITO PROCESSES.数学年刊：B辑英文版,19.0(003),305-310.
MLA	黄志远,et al."D∞-APPROXIMATION OF QUADRATIC VARIATIONS OF SMOOTH ITO PROCESSES".数学年刊：B辑英文版 19.0.003(1998):305-310.