gradinaru.nourdin:03:approximation¶
BibTeX Entry:
@article{gradinaru.nourdin:03:approximation,
author = {Gradinaru, Mihai and Nourdin, Ivan},
doi = {10.1214/EJP.v8-166},
fjournal = {Electronic Journal of Probability},
issn = {1083-6489},
journal = {Electron. J. Probab.},
mrclass = {60H05 (60F05 60F15 60G15 60J65)},
mrnumber = {2041819},
mrreviewer = {M.\ Z\"{a}hle},
pages = {no. 18, 26},
title = {Approximation at first and second order of {$m$}-order integrals of the fractional {B}rownian motion and of certain semimartingales},
url = {https://doi.org/10.1214/EJP.v8-166},
volume = {8},
year = {2003}
}