Continuity in the Hurst parameter of the law of the symmetric integral with respect to the fractional Brownian motion (Q988676): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 20:13, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Continuity in the Hurst parameter of the law of the symmetric integral with respect to the fractional Brownian motion |
scientific article |
Statements
Continuity in the Hurst parameter of the law of the symmetric integral with respect to the fractional Brownian motion (English)
0 references
18 August 2010
0 references
convergence in law
0 references
fractional Brownian motion
0 references
Russo-Vallois symmetric integral
0 references