Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes

Author:

Chen Zhe,Leskelä Lasse,Viitasaari Lauri

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference33 articles.

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4. Rate of convergence for discretization of integrals with respect to fractional Brownian motion;Azmoodeh;J. Theoret. Probab.,2015

5. Estimates for the solution to stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H∈(13,12);Besalú;Stoch. Dyn.,2011

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