数学物理学报(英文版) ›› 1993, Vol. 13 ›› Issue (2): 153-166.
胡耀忠, 龙红卫
Hu Yaozhong, Long Hongwei
摘要: In this paper, we consider the approximation problem of stochastic integral with respect to two-parameter Wiener process. We first introduce a kind of symmetric integral and prove it obeys the chain rule. Then we apply an integral formula of bounded variation functions with two variables to show the approximation theorem of stochastic integral in the plane. In particular, we prove that the symmetric stochastic integral is stable when the limit is taken in the sense of L2 convergence.