Estimation in models driven by fractional Brownian motion (Q731662): Difference between revisions

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+Almost sure oscillation of certain random processes
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+Convergence in fractional models and applications
@@ Property / cites work: Convergence in fractional models and applications / rank @@
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+Estimating the Hurst parameter
@@ Property / cites work: Estimating the Hurst parameter / rank @@
+Normal rank
@@ Property / cites work @@
+Q4848525
@@ Property / cites work: Q4848525 / rank @@
+Normal rank
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+Stochastic analysis of the fractional Brownian motion
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+Stochastic volatility and fractional Brownian motion
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+Ordinary differential equations with fractal noise
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+Stochastic analysis of fractional brownian motions
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+Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Differential equations driven by fractional Brownian motion
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+W2004682238
@@ Property / OpenAlex ID: W2004682238 / rank @@
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