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Applicable Analysis
An International Journal
Volume 86, 2007 - Issue 8
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Original Articles

A strong approximation for double subfractional integrals

Pages 1037-1048 | Received 15 Mar 2007, Accepted 04 Jun 2007, Published online: 24 Sep 2007
 

Abstract

A Riemann–Stieltjes integral strong approximation to double Stratonovich integrals with respect to odd and even fractional Brownian motions is considered. We prove the convergence in quadratic mean, uniformly on compact time intervals, of the ordinary double integral process obtained by linear interpolation of the odd and even fractional Brownian motions, to the double Stratonovich integral. The deterministic integrands are continuous or are given by bimeasures.

Acknowledgement

We acknowledge support from the Romanian Ministry of Education and Research (CEEX Program, Project 2-CEx06-11-18/2006). The author thanks the referees for careful reading and suggestions.

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