Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion

Reference : Asymptotic error distribution for the Riemann approximation of integrals driven by fr...


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/45348

Title :	Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion
Language :	English
Author, co-author :	Garino, Valentin []
	Nourdin, Ivan [University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH) >]
	Vallois, Pierre []
Publication date :	2022
Journal title :	Electronic Journal of Probability
Publisher :	Institute of Mathematical Statistics
Peer reviewed :	Yes
e-ISSN :	1083-6489
City :	Beachwood
Country :	United States - Ohio
Permalink :	http://hdl.handle.net/10993/45348
FnR project :	FnR ; FNR12582675 > Ivan Nourdin > APOGee > Approximation Of Gaussian Functionals > 01/09/2019 > 31/08/2022 > 2018

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