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 @@
+Guang Jun Shen
@@ Property / author: Guang Jun Shen / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ 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
@@ Property / cites work @@
+Sub-fractional Brownian motion and its relation to occupation times
+Normal rank
@@ Property / cites work @@
+Fractional Brownian density process and its self-intersection local time of order \(k\)
+Normal rank
@@ Property / cites work @@
+Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence
+Normal rank
@@ Property / cites work @@
+Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems
+Normal rank
@@ Property / cites work @@
+Weak approximation for a class of Gaussian processes
+Normal rank
@@ Property / cites work @@
+A series expansion of fractional Brownian motion
@@ Property / cites work: A series expansion of fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion
+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 @@
+Q3141895
@@ Property / cites work: Q3141895 / rank @@
+Normal rank
@@ Property / cites work @@
+Necessary and sufficient condition for the smoothness of intersection local time of subfractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Stochastic integration with respect to the sub-fractional Brownian motion with
+Normal rank
@@ Property / cites work @@
+Remarks on sub-fractional Bessel processes
@@ Property / cites work: Remarks on sub-fractional Bessel processes / rank @@
+Normal rank
@@ Property / cites work @@
+Remarks on an integral functional driven by sub-fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Lectures on topics in stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A strong approximation for double subfractional integrals
+Normal rank
@@ Property / cites work @@
+Some properties of the sub-fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Inner product spaces of integrands associated to subfractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Q3629282
@@ Property / cites work: Q3629282 / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple sub-fractional integrals and some approximations
+Normal rank
@@ Property / cites work @@
+Power variation of multiple fractional integrals
@@ Property / cites work: Power variation of multiple fractional integrals / rank @@
+Normal rank
@@ Property / cites work @@
+On the collision local time of sub-fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Q2787467
@@ Property / cites work: Q2787467 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:457622