{
  "id": "0711.1439",
  "version": "v3",
  "published": "2007-11-09T11:23:17.000Z",
  "updated": "2010-01-25T07:01:44.000Z",
  "title": "Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces",
  "authors": [
    "Stefan Geiss",
    "Anni Toivola"
  ],
  "comment": "Published in at http://dx.doi.org/10.3150/09-BEJ197 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)",
  "journal": "Bernoulli 2009, Vol. 15, No. 4, 925-954",
  "doi": "10.3150/09-BEJ197",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v3",
      "updated": "2010-01-25T07:01:44.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "stochastic integral",
      "weak convergence",
      "besov spaces",
      "riemann discretizations",
      "weak limit"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2007arXiv0711.1439G"
    }
  }
}