Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus (Q453268)

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Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus
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    Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus (English)
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    19 September 2012
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    discrete Wick calculus
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    fractional Brownian motion
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    weak convergence
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    Wick-Itô integral
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