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- W233178903 abstract "In this paper, we consider the approximation problem of stochastic integral with respect to two-parameter Wiener process. We first introduce a kind of symmetric integral and prove it obeys the chain rule. Then we apply an integral formula of bounded variation functions with two variables to show the approximation theorem of stochastic integral in the plane. In particular, we prove that the symmetric stochastic integral is stable when the limit is taken in the sense of L~2convergence." @default.
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- W233178903 title "SYMMETRIC INTEGRAL AND THE APPROXIMATION THEOREM OF STOCHASTIC INTEGRAL IN THE PLANE" @default.
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