Continuity in the Hurst parameter of the law of the Wiener...

Statistics & Probability Letters 2010 Vol. 80; Iss. 7-8

Continuity in the Hurst parameter of the law of the Wiener integral with respect to the fractional Brownian motion

Maria Jolis, Noèlia Viles
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Volume:
80
Year:
2010
Language:
english
Pages:
7
DOI:
10.1016/j.spl.2009.12.011
File:
PDF, 475 KB
english, 2010
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