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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
Permalink
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
eISSN :
1083-6489
Publisher :
Institute of Mathematical Statistics, Beachwood, United States - Ohio
Volume :
8
Issue :
18
Pages :
1-26
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBilu :
since 24 December 2014
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