Are Fractional Brownian Motions Predictable? (Q2904875): Difference between revisions

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+Prediction of fractional Brownian motion with Hurst index less than 1/2
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+Stochastic Calculus for Fractional Brownian Motion and Applications
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+Q5294256
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+Covariation de convolution de martingales
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+\(n\)-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes.
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+Quadratic variation and energy
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+A generalization of a problem of Steinhaus
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+Stochastic calculus for fractional Brownian motion and related processes.
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+Linear estimation of self-similar processes via Lamperti's transformation
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