Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4619023 | Journal of Mathematical Analysis and Applications | 2010 | 18 Pages |
Abstract
We construct a family Inε(f)t of continuous stochastic processes that converges in the sense of finite dimensional distributions to a multiple Wiener–Itô integral with respect to the fractional Brownian motion. We assume that and we prove our approximation result for the integrands f in a rather general class.
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