{"title":"关于多重常积分对多重Stratonovich积分的强收敛性","authors":"X. Bardina, C. Rovira","doi":"10.5565/PUBLMAT6522114","DOIUrl":null,"url":null,"abstract":"Given $\\{W^{(m)}(t), t \\in [0,T]\\}_{m \\ge 1}$ a sequence of approximations to a standard Brownian motion $W$ in $[0,T]$ such that $W^{(m)}(t)$ converges almost surely to $W(t)$ we show that, under regular conditions on the approximations, the multiple ordinary integrals with respect to $dW^{(m)}$ converge to the multiple Stratonovich integral. We are integrating functions of the type $$f(x_1,\\ldots,x_n)=f_1(x_1)\\ldots f_n(x_n) I_{\\{x_1\\le \\ldots \\le x_n\\}},$$ where for each $i \\in \\{1,\\ldots,n\\}$, $f_i$ has continuous derivatives in $[0,T].$ We apply this result to approximations obtained from uniform transport processes.","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-02-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals\",\"authors\":\"X. Bardina, C. Rovira\",\"doi\":\"10.5565/PUBLMAT6522114\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Given $\\\\{W^{(m)}(t), t \\\\in [0,T]\\\\}_{m \\\\ge 1}$ a sequence of approximations to a standard Brownian motion $W$ in $[0,T]$ such that $W^{(m)}(t)$ converges almost surely to $W(t)$ we show that, under regular conditions on the approximations, the multiple ordinary integrals with respect to $dW^{(m)}$ converge to the multiple Stratonovich integral. We are integrating functions of the type $$f(x_1,\\\\ldots,x_n)=f_1(x_1)\\\\ldots f_n(x_n) I_{\\\\{x_1\\\\le \\\\ldots \\\\le x_n\\\\}},$$ where for each $i \\\\in \\\\{1,\\\\ldots,n\\\\}$, $f_i$ has continuous derivatives in $[0,T].$ We apply this result to approximations obtained from uniform transport processes.\",\"PeriodicalId\":0,\"journal\":{\"name\":\"\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0,\"publicationDate\":\"2020-02-14\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.5565/PUBLMAT6522114\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.5565/PUBLMAT6522114","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals
Given $\{W^{(m)}(t), t \in [0,T]\}_{m \ge 1}$ a sequence of approximations to a standard Brownian motion $W$ in $[0,T]$ such that $W^{(m)}(t)$ converges almost surely to $W(t)$ we show that, under regular conditions on the approximations, the multiple ordinary integrals with respect to $dW^{(m)}$ converge to the multiple Stratonovich integral. We are integrating functions of the type $$f(x_1,\ldots,x_n)=f_1(x_1)\ldots f_n(x_n) I_{\{x_1\le \ldots \le x_n\}},$$ where for each $i \in \{1,\ldots,n\}$, $f_i$ has continuous derivatives in $[0,T].$ We apply this result to approximations obtained from uniform transport processes.