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

Gradinaru, Mihai; Nourdin, Ivan

doi:10.1214/EJP.v8-166

Article (Scientific journals)

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

Gradinaru, Mihai; Nourdin, Ivan

2003 • In Electronic Journal of Probability, 8 (18), p. 1-26

Peer Reviewed verified by ORBi

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https://hdl.handle.net/10993/19304

DOI
10.1214/EJP.v8-166

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Disciplines :

Mathematics

Author, co-author :

Gradinaru, Mihai

Nourdin, Ivan ; University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit

Language :

English

Title :

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

Publication date :

2003

Journal title :

Electronic Journal of Probability

ISSN :

1083-6489

Publisher :

Institute of Mathematical Statistics, Beachwood, United States - Ohio

Volume :

Issue :

Pages :

1-26

Peer reviewed :

Peer Reviewed verified by ORBi

Available on ORBilu :

since 24 December 2014

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