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

Gradinaru, Mihai; Nourdin, Ivan

Electronic Journal of Probability [electronic only] (2003)

- Volume: 8, page Paper No. 18, 26 p., electronic only-Paper No. 18, 26 p., electronic only
- ISSN: 1083-589X

## Access Full Article

top## How to cite

topGradinaru, 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 -

## Citations in EuDML Documents

top- Mihai Gradinaru, Ivan Nourdin, Milstein’s type schemes for fractional SDEs
- Mihai Gradinaru, Ivan Nourdin, Francesco Russo, Pierre Vallois, m-order integrals and generalized Itô's formula ; the case of a fractional brownian motion with any Hurst index
- Franco Flandoli, Massimiliano Gubinelli, Francesco Russo, On the regularity of stochastic currents, fractional brownian motion and applications to a turbulence model

## NotesEmbed ?

topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.