A decomposition of the bifractional Brownian motion and some applications (Q1007350): Difference between revisions

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-.1016/j.spl.2008.10.009
@@ Property / DOI: 10.1016/j.spl.2008.10.009 / rank @@
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+.2227
@@ Property / arXiv ID: 0803.2227 / rank @@
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@@ Property / cites work @@
+Stochastic analysis of the fractional Brownian motion
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+MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS
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+Q4811459
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+On the Wiener integral with respect to the fractional Brownian motion on an interval
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+Q3925353
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+Q3687398
@@ Property / cites work: Q3687398 / rank @@
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+Wiener integrals, Malliavin calculus and covariance measure structure
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+Small values of Gaussian processes and functional laws of the iterated logarithm
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+Q4811448
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+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
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+Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
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@@ Property / cites work @@
+Arbitrage with Fractional Brownian Motion
@@ Property / cites work: Arbitrage with Fractional Brownian Motion / rank @@
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@@ Property / cites work @@
+On bifractional Brownian motion
@@ Property / cites work: On bifractional Brownian motion / rank @@
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+Sample path properties of bifractional Brownian motion
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@@ Property / DOI @@
+.1016/J.SPL.2008.10.009
@@ Property / DOI: 10.1016/J.SPL.2008.10.009 / rank @@
+Normal rank