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.
Revue:
Stochastic Processes and their Applications

ISSN: 0304-4149

Année de publication: 2010

Volumen: 120

Número: 9

Pages: 1651-1679

Type: Article

DOI: 10.1016/J.SPA.2010.05.002 GOOGLE SCHOLAR lock_openAccès ouvert editor
La source de données: Scopus