On the convergence of stochastic integrals with respect to \(p\)-semimartingales

DOI10.1016/j.spl.2008.02.029zbMath1161.60018OpenAlexW2004745335MaRDI QIDQ951213

Kęstutis Kubilius

Publication date: 30 October 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.02.029

zbMATH Keywords

fractional Brownian motionstochastic integration\(p\)-martingales

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sample path properties (60G17) Stochastic integrals (60H05)

Related Items

SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation ⋮ SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation ⋮ On tightness of solutions of stochastic integral equations driven by \(p\)-semimartingales

Cites Work

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