References of "Réveillac, Anthony"
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See detailThe weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter H=1/6
Nourdin, Ivan UL; Réveillac, Anthony; Swanson, Jason

in Electronic Journal of Probability (2010), 15

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See detailAsymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case H=1/4
Nourdin, Ivan UL; Réveillac, Anthony

in Annals of Probability (2009), 37(6), 2200-2230

Detailed reference viewed: 56 (1 UL)