On the convergence to the multiple subfractional Wiener-Itō integral (Q457622): Difference between revisions

@@ Property / author @@
-Guang Jun Shen
@@ Property / author: Guang Jun Shen / rank @@
-Normal rank
@@ Property / author @@
-Chao Chen
@@ Property / author: Chao Chen / rank @@
-Normal rank
@@ Property / author @@
+Chao Chen
@@ Property / author: Chao Chen / rank @@
+Normal rank
@@ Property / author @@
+Guang Jun Shen
@@ Property / author: Guang Jun Shen / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F05
@@ Property / Mathematics Subject Classification ID: 60F05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 60H05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G22
@@ Property / Mathematics Subject Classification ID: 60G22 / rank @@
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@@ Property / zbMATH DE Number @@
+6349084
@@ Property / zbMATH DE Number: 6349084 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multiple subfractional Wiener-Itō integral
@@ Property / zbMATH Keywords: multiple subfractional Wiener-Itō integral / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+weak convergence
@@ Property / zbMATH Keywords: weak convergence / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+subfractional Brownian motion
@@ Property / zbMATH Keywords: subfractional Brownian motion / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jkss.2012.02.002
+Normal rank
@@ Property / OpenAlex ID @@
+W2001642004
@@ Property / OpenAlex ID: W2001642004 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence of the variations, iterated integrals and Doléans-Dade exponentials of sequences of semimartingales
+Normal rank
@@ Property / cites work @@
+Approximation of the finite dimensional distributions of multiple fractional integrals
+Normal rank
@@ Property / cites work @@
+Weak convergence to the multiple Stratonovich integral.
+Normal rank
@@ Property / cites work @@
+On the convergence to the multiple Wiener-Itô integral
+Normal rank
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+Sub-fractional Brownian motion and its relation to occupation times
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+Fractional Brownian density process and its self-intersection local time of order \(k\)
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+Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence
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+A series expansion of fractional Brownian motion
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+Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion
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+The Malliavin Calculus and Related Topics
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+Necessary and sufficient condition for the smoothness of intersection local time of subfractional Brownian motions
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+Stochastic integration with respect to the sub-fractional Brownian motion with
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+Remarks on sub-fractional Bessel processes
@@ Property / cites work: Remarks on sub-fractional Bessel processes / rank @@
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+Remarks on an integral functional driven by sub-fractional Brownian motion
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@@ Property / cites work: Q3629282 / rank @@
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+Multiple sub-fractional integrals and some approximations
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+Power variation of multiple fractional integrals
@@ Property / cites work: Power variation of multiple fractional integrals / rank @@
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+On the collision local time of sub-fractional Brownian motions
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+Q2787467
@@ Property / cites work: Q2787467 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:457622