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

Electronic Journal of Probability

Volumn 8, Issue , 2003, Pages 1-26

  Gradinaru, Mihai ^a   Nourdin, Ivan ^a  

^a UNIVERSITÉ HENRI POINCARÉ NANCY 1   (France)

Author keywords

(Fractional) Brownian motion; Limit theorems; M order integrals; Stochastic integrals

Indexed keywords

EID: 10644289181     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v8-166     Document Type: Article

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