Continuity in the Hurst parameter of the law of the symmetric integral with respect to the fractional Brownian motion
type: Item
instance of: scholarly article
title: Continuity in the Hurst parameter of the law of the symmetric integral with respect to the fractional Brownian motion
zbMATH Open document ID: 1197.60041
author: Maria Jolis
author: Noèlia Viles
published in: Stochastic Processes and their Applications
publication date: 2010-08-18T00:00:00Z
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60B12
zbMATH DE Number: 5772500
zbMATH Keywords: convergence in law
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: Russo-Vallois symmetric integral
MaRDI profile type: Publication
full work available at URL: j.spa.2010.05.002
OpenAlex ID: W4212931465
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DOI: 10.1016/J.SPA.2010.05.002
description: scientific article; zbMATH DE number 5772500