Multiple fractional part integrals and Euler's constant
نویسندگان
چکیده
منابع مشابه
Approximation of the finite dimensional distributions of multiple fractional integrals
We construct a family I nε (f) t of continuous stochastic processes that converges in the sense of finite dimensional distributions to a multiple Wiener-Itô integral I H n (f 1 ⊗n [0,t]) with respect to the fractional Brownian motion. We assume that H > 1 2 and we prove our approximation result for the integrands f in a rather general class.
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ژورنال
عنوان ژورنال: Miskolc Mathematical Notes
سال: 2016
ISSN: 1787-2405,1787-2413
DOI: 10.18514/mmn.2016.748