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Original Articles

A Wong–Zakai Type Approximation for Multiple Wiener–Stratonovich Integrals

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Pages 1257-1271 | Published online: 01 Sep 2006

References

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  • Lee , K.S. , Kim , Y.T. and Jeon , J.W. 2002 . A Wong-Zakai type approximation for two-parameter processes . Stoch. Anal. Appl. , 20 ( 3 ) : 615 – 642 . [CROSSREF]
  • Solé , J.L. and Utzet , F. 1990 . Stratonovich integral and trace . Stoch. Stoch. Rep. , 29 ( 2 ) : 203 – 220 .
  • Twardowska , T. 1992 . An extension of the Wong–Zakai theorem for stochastic evolution equations in Hilbert spaces . Stoch. Anal. Appl. , 10 ( 4 ) : 451 – 500 .
  • Twardowska , T. 1995 . An approximation theorem of Wong–Zakai type for nonlinear stochastic partial differential equations . Stoch. Anal. Appl. , 13 ( 5 ) : 601 – 626 .
  • Wong , E. and Zakai , M. 1965 . On the convergence of ordinary integrals to stochastic integrals . Ann. Statist. , 36 : 1560 – 1564 .
  • Wong , E. and Zakai , M. 1965 . On the relation between ordinary and stochastic differential equations . Int. J. En. Sci. , 3 : 213 – 229 . [CSA]

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