Gaussian and non-Gaussian processes of zero power variation (Q2786487): Difference between revisions

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-Frederi G. Viens
@@ Property / author: Frederi G. Viens / rank @@
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+Frederi G. Viens
@@ Property / author: Frederi G. Viens / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W2074638354
@@ Property / OpenAlex ID: W2074638354 / rank @@
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+.0782
@@ Property / arXiv ID: 0912.0782 / rank @@
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@@ Property / cites work @@
+Q4001807
@@ Property / cites work: Q4001807 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic integration with respect to the fractional Brownian motion
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+Stochastic calculus with respect to Gaussian processes
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+Almost sure oscillation of certain random processes
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+Sur une intégrale pour les processus à \(\alpha\)-variation bornée. (On an integral for processes with bounded \(\alpha\)-variation)
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@@ Property / cites work @@
+Q3218855
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+Central limit theorems for non-linear functionals of Gaussian fields
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+Variation totale d'une fonction
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+A change of variable formula with Itô correction term
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+Stochastic integration with respect to fractional Brownian motion
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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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+Generalized integration and stochastic ODEs
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+Multidimensional Stochastic Processes as Rough Paths
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+Approximation at first and second order of {\(m\)}-order integrals of the fractional {B}rownian motion and of certain semimartingales
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+Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\).
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+\(m\)-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index
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+Fractional martingales and characterization of the fractional Brownian motion
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+Introduction to stochastic integration.
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+System Control and Rough Paths
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+Skorohod integration and stochastic calculus beyond the fractional Brownian scale
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+A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4
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+Central limit theorems for multiple Skorokhod integrals
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+Central and non-central limit theorems for weighted power variations of fractional Brownian motion
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+The weak stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6
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+The Malliavin Calculus and Related Topics
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+Central limit theorems for multiple stochastic integrals and Malliavin calculus
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+Equivalent martingale measures and no-arbitrage
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+On bifractional Brownian motion
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+The generalized covariation process and Itô formula
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+Stochastic calculus with respect to continuous finite quadratic variation processes
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+Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation
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+Supremum concentration inequality and modulus of continuity for sub-\(n\)th chaos processes
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