Rate of Convergence for Discretization of Integrals with Respect to Fractional Brownian Motion

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7 Sitaatiot (Scopus)

Alkuperäiskieli	Englanti
Sivut	396-422
Julkaisu	Journal of Theoretical Probability
Vuosikerta	28
Numero	1
DOI - pysyväislinkit	https://doi.org/10.1007/s10959-013-0495-y
Tila	Julkaistu - 2015
OKM-julkaisutyyppi	A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä

Pääsy asiakirjaan

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title = "Rate of Convergence for Discretization of Integrals with Respect to Fractional Brownian Motion",

author = "Ehsan Azmoodeh and Lauri Viitasaari",

year = "2015",

doi = "10.1007/s10959-013-0495-y",

language = "English",

volume = "28",

pages = "396--422",

journal = "Journal of Theoretical Probability",

issn = "0894-9840",

publisher = "Springer",

number = "1",

}

TY - JOUR

T1 - Rate of Convergence for Discretization of Integrals with Respect to Fractional Brownian Motion

AU - Azmoodeh, Ehsan

AU - Viitasaari, Lauri

PY - 2015

Y1 - 2015

UR - http://dx.doi.org/10.1007/s10959-013-0495-y

U2 - 10.1007/s10959-013-0495-y

DO - 10.1007/s10959-013-0495-y

M3 - Article

SN - 0894-9840

VL - 28

SP - 396

EP - 422

JO - Journal of Theoretical Probability

JF - Journal of Theoretical Probability

IS - 1

ER -