MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS (Q5416706): Difference between revisions

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+Stochastic calculus with respect to Gaussian processes
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+Multifractional processes with random exponent
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+Elliptic Gaussian random processes
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+PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE
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+Local time and Tanaka formula for a Volterra-type multifractional Gaussian process
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+Asymptotics of Karhunen-Loève eigenvalues and tight constants for probability distributions of passive scalar transport
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+Stochastic analysis of the fractional Brownian motion
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Multifractional, multistable, and other processes with Prescribed local form
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+Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions
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+How rich is the class of multifractional Brownian motions?
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+Integration with respect to fractal functions and stochastic calculus. I
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+Publication:5416706