Semimartingale approximation of fractional Brownian motion and its applications (Q636573): Difference between revisions

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+https://doi.org/10.1016/j.camwa.2011.02.013
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@@ Property / cites work @@
+Intégrale stochastique pour le mouvement brownien fractionnaire
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+Asymptotic properties of the fractional Brownian motion of Riemann-Liouville type
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Integration with respect to fractal functions and stochastic calculus. I
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+Mixed fractional Brownian motion
@@ Property / cites work: Mixed fractional Brownian motion / rank @@
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+A note on fractional Brownian motion
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+Stochastic calculus for fractional Brownian motion and related processes.
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+Fubini theorem for anticipating stochastic integrals in Hilbert space
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+Publication:636573