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- W3105105292 abstract "We consider weak convergence of the rescaled error processes arising from Riemann discretizations of certain stochastic integrals and relate the $L_p$-integrability of the weak limit to the fractional smoothness in the Malliavin sense of the stochastic integral." @default.
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- W3105105292 date "2009-11-01" @default.
- W3105105292 modified "2023-10-18" @default.
- W3105105292 title "Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces" @default.
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- W3105105292 doi "https://doi.org/10.3150/09-bej197" @default.
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