Convergence en loi de Dirichlet de certaines intégrales stochastiques
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References listed on IDEAS
- Bardina, Xavier & Jolis, Maria, 2000. "Weak convergence to the multiple Stratonovich integral," Stochastic Processes and their Applications, Elsevier, vol. 90(2), pages 277-300, December.
- Nicolas Bouleau & Christophe Chorro, 2004. "Error structures and parameter estimation," Cahiers de la Maison des Sciences Economiques b04079, Université Panthéon-Sorbonne (Paris 1).
- Christophe Chorro, 2004. "On an extension of the Hilbertian central limit theorem to Dirichlet forms," Cahiers de la Maison des Sciences Economiques b04080, Université Panthéon-Sorbonne (Paris 1).
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Keywords
errors; vectorial domain; squared field operator; Dirichlet forms; stochastic integrals; Invariance principle; Principe d'invariance; opérateur carré du champ; domaine vectoriel; formes de Dirichlet; intégrales stochastiques; erreurs;All these keywords.
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