Conditional Distributions of Processes Related to Fractional Brownian Motion (Q4918570): Difference between revisions

@@ Property / author @@
-Martina Zähle
@@ Property / author: Martina Zähle / rank @@
-Normal rank
@@ Property / author @@
+Martina Zähle
@@ Property / author: Martina Zähle / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2001584174
@@ Property / OpenAlex ID: W2001584174 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Clark-Ocone Theorem for Fractional Brownian Motions with Hurst Parameter bigger than a Half
+Normal rank
@@ Property / cites work @@
+A fractional credit model with long range dependent default rate
+Normal rank
@@ Property / cites work @@
+Fractional integral equations and state space transforms
+Normal rank
@@ Property / cites work @@
+Some facts about functionals of location and scatter
+Normal rank
@@ Property / cites work @@
+Q4682145
@@ Property / cites work: Q4682145 / rank @@
+Normal rank
@@ Property / cites work @@
+Affine processes and applications in finance
@@ Property / cites work: Affine processes and applications in finance / rank @@
+Normal rank
@@ Property / cites work @@
+Prediction for some processes related to a fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Corrigendum to ``Prediction for some processes related to a fractional Brownian motion''
+Normal rank
@@ Property / cites work @@
+Fractional Lévy-driven Ornstein-Uhlenbeck processes and stochastic differential equations
+Normal rank
@@ Property / cites work @@
+On the prediction of fractional Brownian motion
@@ Property / cites work: On the prediction of fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Consistent price systems and face-lifting pricing under transaction costs
+Normal rank
@@ Property / cites work @@
+The fundamental theorem of asset pricing for continuous processes under small transaction costs
+Normal rank
@@ Property / cites work @@
+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
+Normal rank
@@ Property / cites work @@
+Q4407616
@@ Property / cites work: Q4407616 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2754791
@@ Property / cites work: Q2754791 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional term structure models: No-arbitrage and consistency
+Normal rank
@@ Property / cites work @@
+Integration questions related to fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+An inequality of the Hölder type, connected with Stieltjes integration
+Normal rank
@@ Property / cites work @@
+Integration with respect to fractal functions and stochastic calculus. I
+Normal rank