A Weak Limit Theorem for Numerical Approximation of Brownian Semi-stationary Processes
DOI10.1007/978-3-319-23425-0_4zbMath1338.60073OpenAlexW2193491353MaRDI QIDQ2801791
N. Thamrongrat, Mark Podolskij
Publication date: 22 April 2016
Published in: Stochastics of Environmental and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-23425-0_4
Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Brownian motion (60J65) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Functional limit theorems; invariance principles (60F17)
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