DocumentCode
3032474
Title
Ito, stratonovich and other limits
Author
Sussmann, H.J.
Author_Institution
Rutgers University, New Brunswick, NJ
fYear
1980
fDate
10-12 Dec. 1980
Firstpage
57
Lastpage
61
Abstract
The Wong-Zakai approximation theorem is valid when a specific sequence is chosen to approximate the white noises. By taking other sequences, one can obtain different limits. We study the class of these limits.
Keywords
Algebra; Convergence; Differential equations; Extraterrestrial measurements; Indium tin oxide; Mathematical model; Noise measurement; Stochastic processes; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control including the Symposium on Adaptive Processes, 1980 19th IEEE Conference on
Conference_Location
Albuquerque, NM, USA
Type
conf
DOI
10.1109/CDC.1980.272020
Filename
4046617
Link To Document