Inequalities for the \(\mathbb L^p\) norms of integrals with respect to a fractional Brownian motion
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Publication:2573993
DOI10.1016/j.spl.2005.02.004zbMath1089.60036WikidataQ108524138 ScholiaQ108524138MaRDI QIDQ2573993
Leszek Slominski, Bartosz Ziemkiewicz
Publication date: 25 November 2005
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2005.02.004
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On weak approximations of integrals with respect to fractional Brownian motion, Extensions of the sewing lemma with applications, Weak and strong discrete-time approximation of fractional SDEs
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