Optimal discretization of stochastic integrals driven by general Brownian semimartingale

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Publication:1621716

DOI10.1214/17-AIHP848zbMath1404.60055OpenAlexW2767591718MaRDI QIDQ1621716

Emmanuel Gobet, Uladzislau Stazhynski

Publication date: 9 November 2018

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aihp/1531296029




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