The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

Displaying similar documents to “Approximation at first and second order of m -order integrals of the fractional Brownian motion and of certain semimartingales.”

Enhanced Gaussian processes and applications

Laure Coutin, Nicolas Victoir (2009)

ESAIM: Probability and Statistics

Similarity:

We propose some construction of enhanced Gaussian processes using Karhunen-Loeve expansion. We obtain a characterization and some criterion of existence and uniqueness. Using rough-path theory, we derive some Wong-Zakai Theorem.