On Double Stratonovich Fractional Integrals and Some Strong and Weak Approximations

DOI10.1080/07362990802678895zbMath1168.60017MaRDI QIDQ3625463

Constantin Tudor, Maria Tudor

Publication date: 5 May 2009

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

Full work available at URL: https://doi.org/10.1080/07362990802678895

zbMATH Keywords

fractional Brownian motion; approximation; series expansions; bimeasures; double Stratonovich integral

Mathematics Subject Classification ID

60G15: Gaussian processes

60H05: Stochastic integrals

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