Approximation at first and second order of m-order integrals of the fractional Brownian motion and of certain semimartingales.
Gradinaru, Mihai ; Nourdin, Ivan
Electronic Communications in Probability [electronic only], Tome 8 (2003), / Harvested from The Electronic Library of Mathematics
Access to full text
Full (PDF)
Publié le : 2003-01-01
EUDML-ID : urn:eudml:doc:124686 
@article{02142122,
     title = {Approximation at first and second order of },
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {8},
     year = {2003},
     zbl = {1063.60079},
     language = {en},
     url = {http://dml.mathdoc.fr/item/02142122}
}

Gradinaru, Mihai; Nourdin, Ivan. Approximation at first and second order of . Electronic Communications in Probability [electronic only], Tome 8 (2003) . http://gdmltest.u-ga.fr/item/02142122/