Approximation at first and second order of m-order integrals of the fractional Brownian motion and of certain semimartingales

Reference : Approximation at first and second order of m-order integrals of the fractional Browni...


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/19304

Title :	Approximation at first and second order of m-order integrals of the fractional Brownian motion and of certain semimartingales
Language :	English
Author, co-author :	Gradinaru, Mihai []
	Nourdin, Ivan [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
Publication date :	2003
Journal title :	Electronic Journal of Probability
Publisher :	Institute of Mathematical Statistics
Volume :	8
Issue/season :	18
Pages :	1-26
Peer reviewed :	Yes (verified by ORBi^lu)
Audience :	International
e-ISSN :	1083-6489
City :	Beachwood
Country :	OH
Permalink :	http://hdl.handle.net/10993/19304

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