Discretization of integrals driven by multifractional Brownian motions with discontinuous integrands
Approved
Classifications
MinEdu publication type
A1 Journal article (peer-reviewed)
Definition
Article
Target group
Scientific
Peer reviewed
Peer-reviewed
Article type
Journal article
Host publication type
Journal
Publication channel information
Title of journal/series
Journal of theoretical probability
ISSN (print)
0894-9840
ISSN (electronic)
1572-9230
ISSN (linking)
0894-9840
Publisher
Springer
Publication forum ID
62013
Publication forum level
1
Publication appears in FT-list
No
SNIP-level of the publication
0.97
Country of publication
United States
Internationality
Yes
Detailed publication information
Publication year
2025
Reporting year
2025
Journal/series volume number
38
Journal/series issue number
3
Article number
51
DOI
10.1007/s10959-025-01422-z
Language of publication
English
Co-publication information
International co-publication
Yes
Co-publication with a company
No
Availability
Link to online publication
Link to self-archived version
Classification and additional information
MinEdu field of science classification
112 Statistics and probability
Keywords
Approximation of stochastic integral; Discontinuous integrands; Rate of convergence; Multifractional Brownian motions; 60G15; 60G22; 62F12; 62M09
Funding information
Funding information in the publication
Kostiantyn Ralchenko gratefully acknowledges support from the Research Council of Finland, decision number 359815. Open Access funding provided by University of Vaasa.
Funders
Funder
Academy of Finland
Name of funding
-
Funding decision
-
Research data information
Research data information in the publication
No datasets were generated or analysed during the current study.
Source database ID
WoS ID
WOS:001493864000001
Scopus ID
2-s2.0-105005791680