Stable Convergence of Certain Functionals of Diffusions Driven by fBm (Q3158138): Difference between revisions

@@ Property / cites work @@
+Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties
+Normal rank
@@ Property / cites work @@
+Central limit theorems for non-linear functionals of Gaussian fields
+Normal rank
@@ Property / cites work @@
+Non‐parametric Kernel Estimation of the Coefficient of a Diffusion
+Normal rank
@@ Property / cites work @@
+Stochastic analysis of fractional brownian motions
+Normal rank
@@ Property / cites work @@
+Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
+Normal rank
@@ Property / cites work @@
+An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Integration par parties dans l'espace de Wiener et approximation du temps local. (Integration by parts in the Wiener space and approximation of local time)
+Normal rank
@@ Property / cites work @@
+Crossings and occupation measures for a class of semimartingales
+Normal rank
@@ Property / cites work @@
+Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1081/sap-120028591
+Normal rank
@@ Property / OpenAlex ID @@
+W2037484186
@@ Property / OpenAlex ID: W2037484186 / rank @@
+Normal rank