Pages that link to "Item:Q971945"
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The following pages link to Fractional martingales and characterization of the fractional Brownian motion (Q971945):
Displayed 16 items.
- Deviation probability bounds for fractional martingales and related remarks (Q449027) (← links)
- The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes (Q471515) (← links)
- On the eigenvalue process of a matrix fractional Brownian motion (Q744247) (← links)
- On nested infinite occupancy scheme in random environment (Q783794) (← links)
- On integration by parts formula and characterization of fractional Ornstein-Uhlenbeck process (Q900945) (← links)
- Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise (Q1647934) (← links)
- A note on Riemann-Liouville processes (Q1747046) (← links)
- Recent advances on eigenvalues of matrix-valued stochastic processes (Q2062789) (← links)
- An extension of the Lévy characterization to fractional Brownian motion (Q2431515) (← links)
- Nonparametric inference for fractional diffusion (Q2448715) (← links)
- Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity (Q2698372) (← links)
- Gaussian and non-Gaussian processes of zero power variation (Q2786487) (← links)
- Stationarity and control of a tandem fluid network with fractional Brownian motion input (Q3173007) (← links)
- Interacting particle systems in time-dependent geometries (Q3301683) (← links)
- Optimal Sequential Change Detection for Fractional Diffusion-Type Processes (Q4918559) (← links)
- (Q5000738) (← links)