Quadratic variations and estimation of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q392707): Difference between revisions

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+Quadratic variations along irregular subdivisions for Gaussian processes
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+Estimation in models driven by fractional Brownian motion
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+On quadratic variation of processes with Gaussian increments
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+An approximation of a nonlinear integral equation driven by a function of bounded \(p\)-variation
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+Q4798624
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+Q3146432
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+Normal rank
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+Quadratic variations and estimation of the Hurst index of the solution of SDE driven by a fractional Brownian motion
+Normal rank
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+Q2809664
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+Normal rank
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+Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
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+An extended martingale invariance principle
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+A complement to Gladyshev's theorem
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+Differential equations driven by fractional Brownian motion
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