On sharp rate of convergence for discretization of integrals driven by fractional Brownian motions and related processes with discontinuous integrands (Q6204803)
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scientific article; zbMATH DE number 7826609
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On sharp rate of convergence for discretization of integrals driven by fractional Brownian motions and related processes with discontinuous integrands |
scientific article; zbMATH DE number 7826609 |
Statements
On sharp rate of convergence for discretization of integrals driven by fractional Brownian motions and related processes with discontinuous integrands (English)
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2 April 2024
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approximation of stochastic integral
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discontinuous integrands
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sharp rate of convergence
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fractional Brownian motions and related processes
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