The generalization of Shanks' $e$-transformation to double series is discussed and a class of nonlinear transformations, the $\lbrack A/S \rbrack_R$ transformations ...
We study the small time path behavior of double stochastic integrals of the form $\int_{0}^{t} (\int_{0}^{r} b(u) dW(u))^{T} dW(r)$, where W is a d-dimensional Brownian motion and b is an integrable ...