D_∞-APPROXIMATION OF QUADRATIC VARIATIONS OF SMOOTH IT PROCESSES 被引量：1

D ∞ -APPROXIMATION OF QUADRATIC VARIATIONS OF SMOOTH IT PROCESSES ***

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摘要 The purpose of this paper is to prove that the quadratic variations of smooth It process in the sense of Malliavin-Nualart can be approximated in Sobolev spaces over the Wiener space by its discrete quadratic variations.

作者 HUANGZHIYOAN RENJIAGANG

机构地区 DepartmentofMathematics Thesameas＊andalsoProbabilityLab

出处《Chinese Annals of Mathematics,Series B》 SCIE CSCD 1998年第3期305-310,共6页 数学年刊（B辑英文版）

关键词 D ∞ -approximation Quadratic variations Smooth It Processes D∞-近似二次变量光滑过程概率论

分类号 O211.6 [理学—概率论与数理统计]

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Chinese Annals of Mathematics,Series B

1998年第3期

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D_∞-APPROXIMATION OF QUADRATIC VARIATIONS OF SMOOTH IT PROCESSES 被引量：1

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