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math.PR2020
Convergence of delay equations driven by a Hölder continuous function of order
Mireia Besalú, Giulia Binotto, Carles Rovira
In this note we show that, when the delay goes to zero, the solution of multidimensional delay differential equations driven by a Hölder continuous function of order $β\in (\frac13…
math.PR2016
Weak symmetric integrals with respect to the fractional Brownian motion
Giulia Binotto, Ivan Nourdin, David Nualart
The aim of this paper is to establish the weak convergence, in the topology of the Skorohod space, of the -symmetric Riemann sums for functionals of the fractional Brownian moti…
math.PR2015
The complex Brownian motion as a strong limit of processes constructed from a Poisson process
Xavier Bardina, Giulia Binotto, Carles Rovira
We construct a family of processes, from a single Poisson process, that converges in law to a complex Brownian motion. Moreover, we find realizations of these processes that conver…