Convergence at First and Second Order of Some Approximations of Stochastic Integrals-Reference-Cited by-同舟云学术

Convergence at First and Second Order of Some Approximations of Stochastic Integrals

Published:2010-09-08 Issue: Volume: Page:241-268
ISSN:0075-8434
Container-title:Séminaire de Probabilités XLIII
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Author:

Bergery Blandine Bérard,Vallois Pierre

Publisher

Springer Berlin Heidelberg

Link

http://link.springer.com/content/pdf/10.1007/978-3-642-15217-7_10

Reference13 articles.

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2. Gradinaru, M., Nourdin, I.: Approximation at first and second order of m-order integrals of the fractional Brownian motion and of certain semimartingales. Electron. J. Probab., 8(18), 26 pp. (electronic) (2003)

3. Jacod, J., Mémin, J.: Sur un type de convergence intermédiaire entre la convergence en loi et la convergence en probabilité. In Seminar on Probability, XV (Univ. Strasbourg, Strasbourg, 1979/1980), Lecture Notes in Mathematics, vol. 850, pp. 529–546. Springer (1981)

4. Jakubowski, A., Mémin, J., Pagès, G.: Convergence en loi des suites d’intégrales stochastiques sur l’espace D 1 de Skorokhod. Probab. Theor. Relat. Field. 81(1), 111–137 (1989)

5. Karandikar, R.: On almost sure convergence results in stochastic calculus. In Séminaire de Probabilités, XXXIX, Lecture Notes in Mathematics, vol. 1874, pp. 137–147, Springer, Berlin (2006)

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