Continuity in the Hurst parameter of the law of the symmetric integral with respect to the fractional Brownian motion

  1. Jolis, M.
  2. Viles, N.
Journal:
Stochastic Processes and their Applications

ISSN: 0304-4149

Year of publication: 2010

Volume: 120

Issue: 9

Pages: 1651-1679

Type: Article

DOI: 10.1016/J.SPA.2010.05.002 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus