From Constructive Field Theory to Fractional Stochastic Calculus. (II) Constructive Proof of Convergence for the Lévy Area of Fractional Brownian Motion with Hurst Index({{alpha},{in},(frac{1}{8},frac{1}{4})})

✍ Scribed by Jacques Magnen; Jérémie Unterberger

• Publisher: Springer
• Year: 2011
• Tongue: English
• Weight: 835 KB
• Volume: 13
• Category: Article
• ISSN: 1424-0637
• DOI: 10.1007/s00023-011-0119-y