On weak approximations of integrals with respect to fractional Brownian motion (Q1004279)
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scientific article; zbMATH DE number 5522237
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On weak approximations of integrals with respect to fractional Brownian motion |
scientific article; zbMATH DE number 5522237 |
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On weak approximations of integrals with respect to fractional Brownian motion (English)
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2 March 2009
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Various results on approximations of stochastic integrals with respect to fractional Brownian motion-type processes, when the integrand is of finite integral variation.
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