Title :
Ito, stratonovich and other limits
Author_Institution :
Rutgers University, New Brunswick, NJ
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;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1980 19th IEEE Conference on
Conference_Location :
Albuquerque, NM, USA
DOI :
10.1109/CDC.1980.272020
