Approximation of the finite dimensional distributions of multiple fractional integrals

الأصل · EN

We construct a family In(f)ₜ of continuous stochastic processes that converges in the sense of finite dimensional distributions to a multiple Wiener-Itô integral Iₙʰ(f1⊗ ⁿ[₀,ₜ]) with respect to the fractional Brownian motion. We assume that H>1/2 and we prove our approximation result for the integrands f in a rather general class.