Multiple sub-fractional integrals and some approximations

DOI10.1080/00036810801927971zbMath1140.60030OpenAlexW2090609264WikidataQ58306962 ScholiaQ58306962MaRDI QIDQ5459801

Constantin Tudor

Publication date: 29 April 2008

Published in: Applicable Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00036810801927971

zbMATH Keywords

Wong-Zakai approximationmultiple Stratonovich integralMollifier approximationeven fractional Brownian motion

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items

Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion ⋮ On the self-intersection local time of subfractional Brownian motion ⋮ On the convergence to the multiple subfractional Wiener-Itō integral ⋮ Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion ⋮ Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus

Cites Work

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