Central limit theorem for an iterated integral with respect to fBm with H>1/2

Author: Harnett Daniel   Nualart David  

Publisher: Taylor & Francis Ltd

ISSN: 1744-2508

Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.86, Iss.2, 2014-03, pp. : 187-202

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