On Sharp Rate of Convergence for Discretization of Integrals Driven by Fractional Brownian Motions and Related Processes with Discontinuous Integrands - Azmoodeh, Ehsan; Ilmonen, Pauliina; Shafik, Nourhan; Sottinen, Tommi; Viitasaari, Lauri (Springer, 2023)
Keywords: Approximation of stochastic integral; Discontinuous integrands; Sharp rate of convergence; Fractional Brownian motions and related processes; fi=Matematiikka|en=Mathematics|