Convergence rate of an approximation to multiple integral of FBM (Q551392)

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Convergence rate of an approximation to multiple integral of FBM
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    title
    Convergence rate of an approximation to multiple integral of FBM (English)
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    author
    Yaozhong Hu
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    Baobin Wang
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    publication date
    19 July 2011
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    Mathematics Subject Classification ID
    60J65
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    60H05
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    60G22
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    zbMATH DE Number
    5926666
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    zbMATH Keywords
    fractional Brownian motion
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    multiple integral
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    Stratonovich integral
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    convergence rate
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