Multiple sub-fractional integrals and some approximations

DOI10.1080/00036810801927971MaRDI QIDQ5459801zbMATH OpenOpenAlexWikidataFDO

Authors Constantin Tudor

Publication date 29 April 2008

Published in Applicable Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00036810801927971

zbMATH Keywords

even fractional Brownian motionMollifier approximationmultiple Stratonovich integralWong-Zakai approximation

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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Cites work

• A strong approximation for double subfractional integrals
• A Wong–Zakai Type Approximation for Multiple Wiener–Stratonovich Integrals
• Approximation of Multiple Stratonovich Fractional Integrals
• Chaos decomposition of multiple fractional integrals and applications
• Homogeneous Chaos, p-Forms, Scaling and the Feynman Integral
• Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence
• Multiple fractional integrals
• Multiple Wiener integral
• Stochastic Calculus for Fractional Brownian Motion I. Theory
• The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals
• The Malliavin Calculus and Related Topics

Cited in

(15)

• On weak approximations of integrals with respect to fractional Brownian motion
• A note on subresultants and the Lazard/Rioboo/Trager formula in rational function integration
• On the self-intersection local time of subfractional Brownian motion
• Multiple fractional integrals
• Approximation of Multiple Stratonovich Fractional Integrals
• Double subfractional integrals and mollifier approximation
• On Double Stratonovich Fractional Integrals and Some Strong and Weak Approximations
• Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion
• On the convergence to the multiple subfractional Wiener-Itō integral
• Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion
• Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus
• On Stratonovich fractional integrals and mollifier approximation
• A strong approximation for double subfractional integrals
• Convergence rate of an approximation to multiple integral of FBM
• Approximation of the finite dimensional distributions of multiple fractional integrals

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