Approximation at first and second order of $m$-order integrals of the fractional Brownian motion and of certain semimartingales.

Gradinaru, Mihai, and Nourdin, Ivan. "Approximation at first and second order of -order integrals of the fractional Brownian motion and of certain semimartingales.." Electronic Journal of Probability [electronic only] 8 (2003): Paper No. 18, 26 p., electronic only-Paper No. 18, 26 p., electronic only. <http://eudml.org/doc/124686>.

@article{Gradinaru2003,
author = {Gradinaru, Mihai, Nourdin, Ivan},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {-order integrals; fractional Brownian motion; limit theorems; stochastic integrals; -order integrals},
language = {eng},
pages = {Paper No. 18, 26 p., electronic only-Paper No. 18, 26 p., electronic only},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Approximation at first and second order of -order integrals of the fractional Brownian motion and of certain semimartingales.},
url = {http://eudml.org/doc/124686},
volume = {8},
year = {2003},
}

TY - JOUR
AU - Gradinaru, Mihai
AU - Nourdin, Ivan
TI - Approximation at first and second order of -order integrals of the fractional Brownian motion and of certain semimartingales.
JO - Electronic Journal of Probability [electronic only]
PY - 2003
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 8
SP - Paper No. 18, 26 p., electronic only
EP - Paper No. 18, 26 p., electronic only
LA - eng
KW - -order integrals; fractional Brownian motion; limit theorems; stochastic integrals; -order integrals
UR - http://eudml.org/doc/124686
ER -