On weak approximations of integrals with respect to fractional Brownian motion

DOI10.1016/j.spl.2008.09.030zbMath1159.60328OpenAlexW2087409596WikidataQ108524136 ScholiaQ108524136MaRDI QIDQ1004279

Bartosz Ziemkiewicz, Leszek Slominski

Publication date: 2 March 2009

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

Full work available at URL: https://doi.org/10.1016/j.spl.2008.09.030

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (3)

SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation ⋮ Weak and strong discrete-time approximation of fractional SDEs ⋮ Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation

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