Convergence rate of multiple fractional Stratonovich type integral for Hurst parameter less than \(1/2\)
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Publication:423275
DOI10.1016/S0252-9602(11)60354-8zbMath1249.60080MaRDI QIDQ423275
Publication date: 1 June 2012
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Stochastic integrals (60H05)
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