Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes
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Publication:449231
DOI10.1016/j.spa.2012.06.008zbMath1277.60098arXiv1109.3110MaRDI QIDQ449231
Publication date: 12 September 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1109.3110
60F05: Central limit and other weak theorems
60G22: Fractional processes, including fractional Brownian motion
60H05: Stochastic integrals
60H07: Stochastic calculus of variations and the Malliavin calculus
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Cites Work
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