References
- Bardina , X and Jolis , M . 2000 . Weak convergence to the multiple Stratonovich integral . Stochastic Processes and their Applications , 90 : 277 – 300 .
- Bardina , X , Jolis , M and Tudor , CA . 2003 . Weak approximation of the multiple integrals with respect to the fractional Brownian motion . Stochastic Processes and their Applications , 105 : 315 – 344 .
- Budhiraja , A and Kallianpur , G . 1997 . Two results on multiple Stratonovich integrals . Statistica Sinica , 7 : 907 – 922 .
- Dasgupta , A and Kallianpur , G . 1999 . Chaos decomposition of multiple fractional integrals and applications . Probability Theory and Related Fields , 115 : 505 – 525 .
- Dasgupta , A and Kallianpur , G . 1999 . Multiple fractional integrals . Probability Theory and Related Fields , 115 : 527 – 548 .
- Dzhaparidze , K and Van Zanten , H . 2004 . A series expansion of fractional Brownian motion . Probability Theory and Related Fields , 103 : 39 – 55 .
- Hu , Y and Meyer , PA . 1988 . Sur les integrales multiples de Stratonovich , 72 – 81 . Berlin : Springer-Verlag . Séminaire de Probabilités XXII. Lecture Notes in Mathematics, Vol. 1321
- Jeon , JW , Lee , KS and Kim , YT . 2004 . A Wong-Zakai type approximation for multiple Wiener-Stratonovich integrals . Stochastic Analysis and Applications , 22 ( 1 ) : 131 – 145 .
- Johnson , G and Kallianpur , G . 1993 . Homogeneous chaos, p-forms, scaling and the Feynman integral . Transactions of the American Mathematical Society , 340 : 503 – 548 .
- Mémin , J , Mishura , Y and Valkeila , E . 2001 . Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion . Statistics and Probability Letters , 51 : 197 – 206 .
- Nualart , D . 2006 . The Malliavin Calculus and Related Topics , 2nd Edn , Springer-Verlag : Berlin .
- Nualart , D and Zakai , M . 1990 . Multiple Wiener-Itô integrals possesing a continuous extension . Probability Theory and Related Fields , 85 : 39 – 55 .
- Pérez-Abreu , V and Tudor , C . 2002 . Multiple stochastic fractional integrals: a trtansfer principle for multiple stochastic fractional integrals . Sociedad Mathemática Mexicana. Boletin , 8 ( 3 ) : 187 – 203 .
- Pipiras , V and Taqqu , M . 2001 . Are classes of deterministic integrands for fractional Brownian motion on on an interval complete? . Bernoulli , 7 : 873 – 897 .
- Samko , SG , Kilbas , AA and Marichev , OI . 1993 . Fractional Integrals and Derivatives , Amsterd : Gordon and Breach Science .
- Solé , JL and Utzet , F . 1990 . Stratonovich integral and trace . Stochastics and Stochastics Reports , 29 : 203 – 220 .
- Tudor , C . 2007 . On double Stratonovich fractional integrals and some strong and weak approximations , (preprint).
- Tudor , C and Tudor , M . 2007 . Approximation of multiple Stratonovich fractional integrals . Stochastic Analysis and Applications , 25 : 1 – 19 .