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Wong-Zakai type approximations for multiple Wiener-Ito integrals and two-parameter processes : 다중 Wiener-Ito 적분과 2-모수 확률과정에 대한 Wong-Zakai 형태 근사 정리
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- Authors
- Advisor
- 전종우
- Issue Date
- 2003
- Publisher
- 서울대학교 대학원
- Keywords
- Multiple Wiener-Ito integral ; 다중 위너-이토 적분 ; Multiple Stratonovich integral ; 다중 스트라토노비치 적분 ; Hu-Meyer formula ; 후-마이어 공식 ; Two-parameter process ; 2-모수 과정 ; Wong-Zakai theorem ; 웡-자카이 정리
- Description
- Thesis (doctoral)--서울대학교 대학원 :통계학과,2003.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000057360
https://hdl.handle.net/10371/20965
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