A strong approximation for double subfractional integrals
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Cites work
- Approximation of Multiple Stratonovich Fractional Integrals
- Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
- Chaos decomposition of multiple fractional integrals and applications
- Convergence in law to the multiple fractional integral.
- Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
- Multiple fractional integrals
- Stratonovich integral and trace
- The Malliavin Calculus and Related Topics
- Weak convergence to the multiple Stratonovich integral.
Cited in
(5)- A Wong-Zakai approximation for double Stratonovich integrals with respect to the fractional Brownian motion
- Double subfractional integrals and mollifier approximation
- On Double Stratonovich Fractional Integrals and Some Strong and Weak Approximations
- On the convergence to the multiple subfractional Wiener-Itō integral
- Multiple sub-fractional integrals and some approximations
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