Convergence in law to the multiple fractional integral.

DOI10.1016/S0304-4149(03)00018-8zbMath1075.60533OpenAlexW2075683564MaRDI QIDQ2574573

Maria Jolis, Ciprian A. Tudor, Xavier Bardina

Publication date: 29 November 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(03)00018-8

zbMATH Keywords

fractional Brownian motionMalliavin calculus

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Self-similar stochastic processes (60G18)

Related Items

Continuity with respect to the Hurst parameter of the laws of the multiple fractional integrals, Weak approximation of a fractional SDE, A new proof of fractional Hu-Meyer formula and its applications, Convergence in law to operator fractional Brownian motion of Riemann-Liouville type, Power variation of multiple fractional integrals, Multiple fractional integral with Hurst parameter less than \(\frac {1}{2}\), Approximation in law to the \(d\)-parameter fractional Brownian sheet based on the functional invariance principle, Approximation of Multiple Stratonovich Fractional Integrals, Approximation of the finite dimensional distributions of multiple fractional integrals, A strong approximation for double subfractional integrals, Weak convergence to multifractional Brownian motion of Riemann-Liouville type in Besov spaces, On Double Stratonovich Fractional Integrals and Some Strong and Weak Approximations

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