Convergence rate of an approximation to multiple integral of FBM
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Publication:551392
DOI10.1016/S0252-9602(10)60095-1zbMath1240.60224OpenAlexW1984327838MaRDI QIDQ551392
Publication date: 19 July 2011
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0252-9602(10)60095-1
Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Stochastic integrals (60H05)
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