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Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces
2009
Bernoulli
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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.
doi:10.3150/09-bej197
fatcat:6n5prc4glzg5lgt2olvoxjnwu4