Approximation at first and second order of {\(m\)}-order integrals of the fractional {B}rownian motion and of certain semimartingales
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Publication:1767509
DOI10.1214/EJP.v8-166zbMath1063.60079MaRDI QIDQ1767509
Publication date: 8 March 2005
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/124686
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Brownian motion (60J65) Stochastic integrals (60H05)
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