Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes
Year of publication: |
2012
|
---|---|
Authors: | Harnett, Daniel ; Nualart, David |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 122.2012, 10, p. 3460-3505
|
Publisher: |
Elsevier |
Subject: | Itô formula | Skorohod integral | Malliavin calculus | Fractional Brownian motion |
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