On the Wiener integral with respect to a sub-fractional Brownian motion on an interval (Q2518313): Difference between revisions

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-.1016/j.jmaa.2008.10.041
@@ Property / DOI: 10.1016/j.jmaa.2008.10.041 / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmaa.2008.10.041
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+W2061124364
@@ Property / OpenAlex ID: W2061124364 / rank @@
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@@ Property / cites work @@
+Sub-fractional Brownian motion and its relation to occupation times
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+Fractional Brownian density process and its self-intersection local time of order \(k\)
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+Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence
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+A series expansion of fractional Brownian motion
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+On the prediction of fractional Brownian motion
@@ Property / cites work: On the prediction of fractional Brownian motion / rank @@
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@@ Property / cites work @@
+On the Wiener integral with respect to the fractional Brownian motion on an interval
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+Q5776300
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Parseval's Theorem for Hankel Transforms
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+An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
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+The Malliavin Calculus and Related Topics
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+Integration questions related to fractional Brownian motion
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+Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
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+Q3141895
@@ Property / cites work: Q3141895 / rank @@
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+Q4301585
@@ Property / cites work: Q4301585 / rank @@
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+Q5769133
@@ Property / cites work: Q5769133 / rank @@
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+Some properties of the sub-fractional Brownian motion
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@@ Property / cites work @@
+Q5846799
@@ Property / cites work: Q5846799 / rank @@
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@@ Property / DOI @@
+.1016/J.JMAA.2008.10.041
@@ Property / DOI: 10.1016/J.JMAA.2008.10.041 / rank @@
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+Publication:2518313