On weak approximations of integrals with respect to fractional Brownian motion (Q1004279)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5522237
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On weak approximations of integrals with respect to fractional Brownian motion |
scientific article; zbMATH DE number 5522237 |
Statements
On weak approximations of integrals with respect to fractional Brownian motion (English)
0 references
2 March 2009
0 references
Various results on approximations of stochastic integrals with respect to fractional Brownian motion-type processes, when the integrand is of finite integral variation.
0 references
0 references
0 references
0 references
0.8607183694839478
0 references
0.847912609577179
0 references
0.8408965468406677
0 references
0.8216767907142639
0 references
