Convergence rate of multiple fractional Stratonovich type integral for Hurst parameter less than \(1/2\) (Q423275)
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scientific article; zbMATH DE number 6041879
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rate of multiple fractional Stratonovich type integral for Hurst parameter less than \(1/2\) |
scientific article; zbMATH DE number 6041879 |
Statements
Convergence rate of multiple fractional Stratonovich type integral for Hurst parameter less than \(1/2\) (English)
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1 June 2012
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fractional Brownian motion
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trace
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Stratonovich multiple integral
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convergence rate
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