Error Distributions for Random Grid Approximations of Multidimensional Stochastic Integrals1 by Carl Lindberg
نویسنده
چکیده
0, Vol. 0, No. 00, 1–24 DOI: 10.1214/12-AAP858 © Institute of Mathematical Statistics, 0 1 1 2 2 3 3 4 4 5 5 6 6 7 7 8 8 9 9 10 10 11 11 12 12 13 13 14 14 15 15 16 16 17 17 18 18 19 19 20 20 21 21 22 22 23 23 24 24 25 25 26 26 27 27 28 28 29 29 30 30 31 31 32 32 33 33 34 34 35 35 36 36 37 37 38 38 39 39 40 40 41 41 42 42 43 43 ERROR DISTRIBUTIONS FOR RANDOM GRID APPROXIMATIONS OF MULTIDIMENSIONAL STOCHASTIC INTEGRALS1
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