On Sharp Rate of Convergence for Discretization of Integrals Driven by Fractional Brownian Motions and Related Processes with Discontinuous Integrands

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annif.suggestionsstochastic processes|mathematics|probability calculation|integral calculus|Gaussian processes|differential equations|functions (mathematical methods)|Viitasaari|variation|inequalities (mathematics)|enen
annif.suggestions.linkshttp://www.yso.fi/onto/yso/p11400|http://www.yso.fi/onto/yso/p3160|http://www.yso.fi/onto/yso/p4746|http://www.yso.fi/onto/yso/p7857|http://www.yso.fi/onto/yso/p38750|http://www.yso.fi/onto/yso/p3552|http://www.yso.fi/onto/yso/p7097|http://www.yso.fi/onto/yso/p94487|http://www.yso.fi/onto/yso/p8653|http://www.yso.fi/onto/yso/p15720en
dc.contributor.authorAzmoodeh, Ehsan
dc.contributor.authorIlmonen, Pauliina
dc.contributor.authorShafik, Nourhan
dc.contributor.authorSottinen, Tommi
dc.contributor.authorViitasaari, Lauri
dc.contributor.departmentfi=Ei tutkimusalustaa|en=No platform|-
dc.contributor.facultyfi=Tekniikan ja innovaatiojohtamisen yksikkö|en=School of Technology and Innovations|-
dc.contributor.orcidhttps://orcid.org/0000-0002-9983-9708-
dc.contributor.organizationfi=Vaasan yliopisto|en=University of Vaasa|
dc.date.accessioned2023-11-28T08:56:04Z
dc.date.accessioned2025-06-25T13:03:32Z
dc.date.available2023-11-28T08:56:04Z
dc.date.issued2023-07-10
dc.description.notification© The Author(s) 2023. This article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article’s Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article’s Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/.-
dc.description.reviewstatusfi=vertaisarvioitu|en=peerReviewed|-
dc.format.bitstreamtrue
dc.format.contentfi=kokoteksti|en=fulltext|-
dc.format.extent23-
dc.identifier.olddbid19400
dc.identifier.oldhandle10024/16497
dc.identifier.urihttps://osuva.uwasa.fi/handle/11111/1423
dc.identifier.urnURN:NBN:fi-fe20231128149645-
dc.language.isoeng-
dc.publisherSpringer-
dc.relation.doi10.1007/s10959-023-01272-7-
dc.relation.funderAcademy of Finland-
dc.relation.funderUppsala Universit-
dc.relation.grantnumber346308-
dc.relation.ispartofjournalJournal of Theoretical Probability-
dc.relation.issn1572-9230-
dc.relation.issn0894-9840-
dc.relation.urlhttps://doi.org/10.1007/s10959-023-01272-7-
dc.rightsCC BY 4.0-
dc.source.identifierWOS:001026556900001-
dc.source.identifierScopus:85164452966-
dc.source.identifierhttps://osuva.uwasa.fi/handle/10024/16497
dc.subjectApproximation of stochastic integral-
dc.subjectDiscontinuous integrands-
dc.subjectSharp rate of convergence-
dc.subjectFractional Brownian motions and related processes-
dc.subject.disciplinefi=Matematiikka|en=Mathematics|-
dc.titleOn Sharp Rate of Convergence for Discretization of Integrals Driven by Fractional Brownian Motions and Related Processes with Discontinuous Integrands-
dc.type.okmfi=A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä|en=A1 Peer-reviewed original journal article|sv=A1 Originalartikel i en vetenskaplig tidskrift|-
dc.type.publicationarticle-
dc.type.versionpublishedVersion-

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