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math.PR2011★ 1 cited
Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes
Daniel Harnett, David Nualart
For a Gaussian process and smooth function , we consider a Stratonovich integral of , defined as the weak limit, if it exists, of a sequence of Riemann sums. We give c…
math.PR2011★ 12 cited
Central limit theorem for a Stratonovich integral with Malliavin calculus
Daniel Harnett, David Nualart
The purpose of this paper is to establish the convergence in law of the sequence of "midpoint" Riemann sums for a stochastic process of the form f'(W), where W is a Gaussian proces…