Some properties of the sub-fractional Brownian motion (Q5421591): Difference between revisions

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+Constantin Tudor
@@ Property / author: Constantin Tudor / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/17442500601100331
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+W2010806909
@@ Property / OpenAlex ID: W2010806909 / rank @@
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@@ Property / cites work @@
+Equivalence of Volterra processes.
@@ Property / cites work: Equivalence of Volterra processes. / rank @@
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@@ Property / cites work @@
+Sub-fractional Brownian motion and its relation to occupation times
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@@ Property / cites work @@
+Fractional Brownian density process and its self-intersection local time of order \(k\)
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+Mixed fractional Brownian motion
@@ Property / cites work: Mixed fractional Brownian motion / rank @@
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+Power variation of some integral fractional processes
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@@ Property / cites work @@
+A series expansion of fractional Brownian motion
@@ Property / cites work: A series expansion of fractional Brownian motion / rank @@
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@@ Property / cites work @@
+On fractional Brownian processes
@@ Property / cites work: On fractional Brownian processes / rank @@
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@@ Property / cites work @@
+Q3359644
@@ Property / cites work: Q3359644 / rank @@
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@@ Property / cites work @@
+The 1/\(H\)-variation of the divergence integral with respect to the fractional Brownian motion for \(H>1/2\) and fractional Bessel processes
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+Fractional Brownian Motions, Fractional Noises and Applications
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@@ Property / cites work @@
+Stochastic calculus with respect to continuous finite quadratic variation processes
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@@ Property / cites work @@
+On bifractional Brownian motion
@@ Property / cites work: On bifractional Brownian motion / rank @@
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@@ Property / cites work @@
+An inequality of the Hölder type, connected with Stieltjes integration
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@@ Property / cites work @@
+Integration with respect to fractal functions and stochastic calculus. I
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