Central limit theorem for an iterated integral with respect to fBm with \(H>1/2\) (Q2875262)
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scientific article; zbMATH DE number 6330195
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| English | Central limit theorem for an iterated integral with respect to fBm with \(H>1/2\) |
scientific article; zbMATH DE number 6330195 |
Statements
Central limit theorem for an iterated integral with respect to fBm with<i>H</i>>1/2 (English)
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14 August 2014
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iterated stochastic integral
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fractional Brownian motion
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central limit theorem
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Malliavin calculus
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0.7839162945747375
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0.7829054594039917
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0.7724134922027588
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