Approximation of the finite dimensional distributions of multiple fractional integrals

Details Approximation of the finite dimensional distributions of multiple fractional integrals Approximation of the finite dimensional distributions of multiple fractional integrals

2009-11-17

arxiv.org/abs/0911.3223v1

Journal of Mathematical Analysis and applications 369, 2 (2010) 694-711

Mathematics

Probability

Scientific paper

We construct a family $I_{n_{\eps}}(f)_{t}$ of continuous stochastic
processes that converges in the sense of finite dimensional distributions to a
multiple Wiener-It\^o integral $I_{n}^{H}(f1^{\otimes n}_{[0,t]})$ with respect
to the fractional Brownian motion. We assume that $H>{1/2}$ and we prove our
approximation result for the integrands $f$ in a rather general class.

Affiliated with

Also associated with

No associations

Rating

Approximation of the finite dimensional distributions of multiple fractional integrals does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Approximation of the finite dimensional distributions of multiple fractional integrals, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Approximation of the finite dimensional distributions of multiple fractional integrals will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-650028