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Volumn 105, Issue 2, 2003, Pages 315-344

Convergence in law to the multiple fractional integral

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EID: 0038406176     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(03)00018-8     Document Type: Article
Times cited : (15)

References (16)
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  • 8
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  • 9
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    • Delgado, R.1    Jolis, M.2
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    • Stochastic and multiple Wiener integrals for Gaussian processes
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    • Huang, S.T.1    Cambanis, S.2
  • 11
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    • Fractional Brownian motion, fractional noises and application
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    • An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
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  • 14
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    • Preprint
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