Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion

DOI10.1214/22-EJP852zbMath1514.60064arXiv2005.02621MaRDI QIDQ6340131

Valentin Garino, Pierre Vallois, Ivan Nourdin

Publication date: 6 May 2020

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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