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

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Sub-fractional Brownian motion and its relation to occupation times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional Brownian density process and its self-intersection local time of order \(k\) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: A series expansion of fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3671491 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the prediction of fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Wiener integral with respect to the fractional Brownian motion on an interval / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5776300 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional Brownian Motions, Fractional Noises and Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parseval's Theorem for Hankel Transforms / rank
 
Normal rank
Property / cites work
 
Property / cites work: An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Malliavin Calculus and Related Topics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integration questions related to fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Are classes of deterministic integrands for fractional Brownian motion on an interval complete? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3141895 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4301585 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5769133 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some properties of the sub-fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5846799 / rank
 
Normal rank

Revision as of 23:04, 28 June 2024

scientific article
Language Label Description Also known as
English
On the Wiener integral with respect to a sub-fractional Brownian motion on an interval
scientific article

    Statements

    On the Wiener integral with respect to a sub-fractional Brownian motion on an interval (English)
    0 references
    0 references
    15 January 2009
    0 references
    Brownian motion
    0 references
    fractional Brownian motion
    0 references
    sub-fractional Brownian motion
    0 references
    Wiener integral
    0 references
    tempered distribution
    0 references

    Identifiers