Convergence in law to the multiple fractional integral
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- Bardina, Xavier & Jolis, Maria, 2000. "Weak convergence to the multiple Stratonovich integral," Stochastic Processes and their Applications, Elsevier, vol. 90(2), pages 277-300, December.
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Cited by:
- Bardina, Xavier & Jolis, Maria, 2006. "Multiple fractional integral with Hurst parameter less than," Stochastic Processes and their Applications, Elsevier, vol. 116(3), pages 463-479, March.
- Bardina, X. & Nourdin, I. & Rovira, C. & Tindel, S., 2010. "Weak approximation of a fractional SDE," Stochastic Processes and their Applications, Elsevier, vol. 120(1), pages 39-65, January.
- Jolis, Maria & Viles, Noèlia, 2007. "Continuity with respect to the Hurst parameter of the laws of the multiple fractional integrals," Stochastic Processes and their Applications, Elsevier, vol. 117(9), pages 1189-1207, September.
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