Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes (Q449231): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 60H05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G22
@@ Property / Mathematics Subject Classification ID: 60G22 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F05
@@ Property / Mathematics Subject Classification ID: 60F05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H07
@@ Property / Mathematics Subject Classification ID: 60H07 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6081499
@@ Property / zbMATH DE Number: 6081499 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Itō formula
@@ Property / zbMATH Keywords: Itō formula / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Skorohod integral
@@ Property / zbMATH Keywords: Skorohod integral / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Malliavin calculus
@@ Property / zbMATH Keywords: Malliavin calculus / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fractional Brownian motion
@@ Property / zbMATH Keywords: fractional Brownian motion / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2044864039
@@ Property / OpenAlex ID: W2044864039 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.3110
@@ Property / arXiv ID: 1109.3110 / rank @@
+Normal rank
@@ Property / cites work @@
+An extension of bifractional Brownian motion
@@ Property / cites work: An extension of bifractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Sub-fractional Brownian motion and its relation to occupation times
+Normal rank
@@ Property / cites work @@
+\(m\)-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index
+Normal rank
@@ Property / cites work @@
+Central limit theorem for a Stratonovich integral with Malliavin calculus
+Normal rank
@@ Property / cites work @@
+Q4811459
@@ Property / cites work: Q4811459 / rank @@
+Normal rank
@@ Property / cites work @@
+A decomposition of the bifractional Brownian motion and some applications
+Normal rank
@@ Property / cites work @@
+Central limit theorems for multiple Skorokhod integrals
+Normal rank
@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
+Normal rank
@@ Property / cites work @@
+Central limit theorems for multiple stochastic integrals and Malliavin calculus
+Normal rank
@@ Property / cites work @@
+Q3645508
@@ Property / cites work: Q3645508 / rank @@
+Normal rank
@@ Property / cites work @@
+On bifractional Brownian motion
@@ Property / cites work: On bifractional Brownian motion / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:449231