Discretizing the fractional Lévy area (Q2267547)

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Discretizing the fractional Lévy area
scientific article

    Statements

    title
    Discretizing the fractional Lévy area (English)
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    author
    Samy Tindel
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    Andreas Neuenkirch
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    publication date
    1 March 2010
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    zbMATH Keywords
    fractional Brownian motion
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    Lévy area
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    discretization schemes
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    asymptotic error distribution
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    Identifiers

    Mathematics Subject Classification ID
    60H35
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    60H07
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    60H10
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    65C30
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    zbMATH DE Number
    5676193
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