Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes (Q449231)
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scientific article; zbMATH DE number 6081499
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| English | Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes |
scientific article; zbMATH DE number 6081499 |
Statements
Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes (English)
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12 September 2012
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Itō formula
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Skorohod integral
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Malliavin calculus
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fractional Brownian motion
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0.8678863048553467
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0.8611196279525757
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0.861010730266571
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0.8574240803718567
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0.8079507946968079
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