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| D∞-APPROXIMATION OF QUADRATIC VARIATIONS OF SMOOTH ITO PROCESSES |
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Citation： |
Huang Zhiyuan,Ren Jiagang.D∞-APPROXIMATION OF QUADRATIC VARIATIONS OF SMOOTH ITO PROCESSES[J].Chinese Annals of Mathematics B,1998,19(3):305~310 |
| Page view： 1048
Net amount： 645 |
Authors： |
Huang Zhiyuan; Ren Jiagang |
Foundation： |
Project supported by the National Natural Science
Foundation of China (19631030). |
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| Abstract： |
The purpose of this paper is to prove that the quadratic variations of smooth
It\^o process in the sense of Malliavin-Nualart can be
approximated in Sobolev spaces over the Wiener space by its
discrete quadratic variations. |
Keywords： |
$D_{\infty}$-approximation, Quadratic variations,
Smooth It\^o Processes |
Classification： |
60H07, 60G44 |
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