A strong approximation for double subfractional integrals
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Publication:5442941
DOI10.1080/00036810701494510zbMath1131.60051OpenAlexW2025401944MaRDI QIDQ5442941
Publication date: 18 February 2008
Published in: Applicable Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00036810701494510
approximationWong-Zakaidouble Stratonovich integraleven fractional Brownian motionodd fractional Brownian motion
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On the convergence to the multiple subfractional Wiener-Itō integral, Multiple sub-fractional integrals and some approximations
Cites Work
- Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
- Weak convergence to the multiple Stratonovich integral.
- Multiple fractional integrals
- Chaos decomposition of multiple fractional integrals and applications
- Convergence in law to the multiple fractional integral.
- The Malliavin Calculus and Related Topics
- Stratonovich integral and trace
- Approximation of Multiple Stratonovich Fractional Integrals
- Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
