1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.PR2023
Discretisation error for stochastic integrals with respect to the fractional Brownian motion with discontinuous integrands and local times
Valentin Garino, Lauri Viitasaari
We consider equidistant Riemann approximations of stochastic integrals with respect to the fractional Brownian motion with , where is an ar…
math.PR2023★ 1 cited
Total variation bound for Hadwiger's functional using Stein's method
Valentin Garino, Ivan Nourdin
Let be a convex body in . Let be a -dimensional random vector distributed according to the Hadwiger-Wills density associated with , defined as $…