Parameter estimation for stochastic equations with additive fractional Brownian sheet (Q623488): Difference between revisions

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+https://doi.org/10.1007/s11203-007-9019-7
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+W2117016916
@@ Property / OpenAlex ID: W2117016916 / rank @@
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@@ Property / cites work @@
+Fractional Brownian sheet
@@ Property / cites work: Fractional Brownian sheet / rank @@
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+Q3891579
@@ Property / cites work: Q3891579 / rank @@
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@@ Property / cites work @@
+Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet
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+Statistical analysis of the fractional Ornstein--Uhlenbeck type process
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+Parameter estimation and optimal filtering for fractional type stochastic systems
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+Statistical inference with fractional Brownian motion
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+Q3997990
@@ Property / cites work: Q3997990 / rank @@
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+An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
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@@ Property / cites work @@
+Some linear fractional stochastic equations
@@ Property / cites work: Some linear fractional stochastic equations / rank @@
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@@ Property / cites work @@
+Q4842684
@@ Property / cites work: Q4842684 / rank @@
+Normal rank
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+Regularization of differential equations by fractional noise.
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+Q4828192
@@ Property / cites work: Q4828192 / rank @@
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+Q4677206
@@ Property / cites work: Q4677206 / rank @@
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+On the equivalence of multiparameter Gaussian processes
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+On the Wiener integral with respect to the fractional Brownian motion
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+Itô formula and local time for the fractional {B}rownian sheet
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@@ links / mardi / name / links / mardi / name @@
+Publication:623488