On the Lamperti transform of the fractional Brownian sheet (Q501525): Difference between revisions

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-.1515/fca-2016-0076
@@ Property / DOI: 10.1515/fca-2016-0076 / rank @@
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+G22
@@ Property / Mathematics Subject Classification ID: 60G22 / rank @@
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+H05
@@ Property / Mathematics Subject Classification ID: 60H05 / rank @@
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+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
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+G18
@@ Property / Mathematics Subject Classification ID: 60G18 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 60G10 / rank @@
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+G15
@@ Property / Mathematics Subject Classification ID: 60G15 / rank @@
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@@ Property / zbMATH DE Number @@
+6672825
@@ Property / zbMATH DE Number: 6672825 / rank @@
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@@ Property / zbMATH Keywords @@
+fractional Brownian motion
@@ Property / zbMATH Keywords: fractional Brownian motion / rank @@
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@@ Property / zbMATH Keywords @@
+fractional Brownian sheet
@@ Property / zbMATH Keywords: fractional Brownian sheet / rank @@
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@@ Property / zbMATH Keywords @@
+fractional Ornstein-Uhlenbeck process
@@ Property / zbMATH Keywords: fractional Ornstein-Uhlenbeck process / rank @@
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@@ Property / zbMATH Keywords @@
+Lamperti transform
@@ Property / zbMATH Keywords: Lamperti transform / rank @@
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@@ Property / zbMATH Keywords @@
+Young integral
@@ Property / zbMATH Keywords: Young integral / rank @@
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+stochastic differential equation
@@ Property / zbMATH Keywords: stochastic differential equation / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1515/fca-2016-0076
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@@ Property / OpenAlex ID @@
+W2565223639
@@ Property / OpenAlex ID: W2565223639 / rank @@
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@@ Property / cites work @@
+Fractional Brownian sheet
@@ Property / cites work: Fractional Brownian sheet / rank @@
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@@ Property / cites work @@
+Necessary and sufficient conditions for Hölder continuity of Gaussian processes
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+Q3006513
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+Signals Featuring Harmonics With Random Frequencies – Spectral, Distributional and Ergodic Properties
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+Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling
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+Fractional {O}rnstein-{U}hlenbeck processes
@@ Property / cites work: Fractional {O}rnstein-{U}hlenbeck processes / rank @@
+Normal rank
@@ Property / cites work @@
+Self-Similarity and Lamperti Transformation for Random Fields
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@@ Property / cites work @@
+On fractional Ornstein-Uhlenbeck processes
@@ Property / cites work: On fractional Ornstein-Uhlenbeck processes / rank @@
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+On Convergence of Stochastic Processes
@@ Property / cites work: On Convergence of Stochastic Processes / rank @@
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+Example of a Gaussian Self-Similar Field With Stationary Rectangular Increments That Is Not a Fractional Brownian Sheet
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+The derivation of the generalized functional equations describing self-similar processes
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+Q3141895
@@ Property / cites work: Q3141895 / rank @@
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+On the two-parameter fractional Brownian motion and Stieltjes integrals for Hölder functions.
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@@ Property / cites work @@
+Analysis of Variations for Self-similar Processes
@@ Property / cites work: Analysis of Variations for Self-similar Processes / rank @@
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+Itô formula and local time for the fractional {B}rownian sheet
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+Covariance measure and stochastic heat equation with fractional noise
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+Cameron-Martin Translation Theorems in the Wiener Space of Functions of Two Variables
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+An inequality of the Hölder type, connected with Stieltjes integration
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+Integration with respect to fractal functions and stochastic calculus. I
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+The fBm-driven Ornstein-Uhlenbeck process: Probability density function and anomalous diffusion
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@@ Property / DOI @@
+.1515/FCA-2016-0076
@@ Property / DOI: 10.1515/FCA-2016-0076 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:501525