Covariance of stochastic integrals with respect to fractional Brownian motion (Q1747791): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2962997083
@@ Property / OpenAlex ID: W2962997083 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.2500
@@ Property / arXiv ID: 1008.2500 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4001807
@@ Property / cites work: Q4001807 / rank @@
+Normal rank
@@ Property / cites work @@
+The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
+Normal rank
@@ Property / cites work @@
+Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter \(H \in (0,\frac {1}{2})\)
+Normal rank
@@ Property / cites work @@
+Q3342799
@@ Property / cites work: Q3342799 / rank @@
+Normal rank
@@ Property / cites work @@
+The 1/\(H\)-variation of the divergence integral with respect to the fractional Brownian motion for \(H>1/2\) and fractional Bessel processes
+Normal rank
@@ Property / cites work @@
+Analysis on Gaussian Spaces
@@ Property / cites work: Analysis on Gaussian Spaces / rank @@
+Normal rank
@@ Property / cites work @@
+Some processes associated with fractional Bessel processes
+Normal rank
@@ Property / cites work @@
+Weighted Local Time for Fractional Brownian Motion and Applications to Finance
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
+Normal rank
@@ Property / cites work @@
+Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
+Normal rank
@@ Property / cites work @@
+Integration with respect to fractal functions and stochastic calculus. I
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1747791