Pages that link to "Item:Q2346985"
From MaRDI portal
The following pages link to Rate of convergence for discretization of integrals with respect to fractional Brownian motion (Q2346985):
Displaying 8 items.
- Pathwise integrals and Itô-Tanaka formula for Gaussian processes (Q300290) (← links)
- Small ball properties and representation results (Q347466) (← links)
- Extensions of the sewing lemma with applications (Q1615916) (← links)
- Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion (Q2084843) (← links)
- Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes (Q2274279) (← links)
- On pathwise Riemann-Stieltjes integrals (Q2322608) (← links)
- Forward integration of bounded variation coefficients with respect to Hölder continuous processes (Q6103218) (← links)
- On sharp rate of convergence for discretization of integrals driven by fractional Brownian motions and related processes with discontinuous integrands (Q6204803) (← links)