Continuity with respect to the Hurst parameter of the laws of the multiple fractional integrals

DOI10.1016/j.spa.2006.12.005zbMath1130.60008OpenAlexW2039123215MaRDI QIDQ2642031

Maria Jolis, Noèlia Viles

Publication date: 20 August 2007

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2006.12.005

zbMATH Keywords

continuity w.r.t. the Hurst parametermultiple fractional stochastic integrals

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (6)

Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise ⋮ Continuity with respect to the Hurst parameter of solutions to stochastic evolution equations driven by \(H\)-valued fractional Brownian motion ⋮ SPDEs with linear multiplicative fractional noise: continuity in law with respect to the Hurst index ⋮ Continuity in the Hurst parameter of the law of the Wiener integral with respect to the fractional Brownian motion ⋮ Continuity in the Hurst parameter of the law of the symmetric integral with respect to the fractional Brownian motion ⋮ SPDEs with fractional noise in space: continuity in law with respect to the Hurst index

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