The quadratic covariation for a weighted fractional Brownian motion (Q5268388): Difference between revisions

@@ Property / cites work @@
+Stochastic calculus with respect to Gaussian processes
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion and Applications
+Normal rank
@@ Property / cites work @@
+Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems
+Normal rank
@@ Property / cites work @@
+Occupation time limits of inhomogeneous Poisson systems of independent particles
+Normal rank
@@ Property / cites work @@
+Self-similar stable processes arising from high-density limits of occupation times of particle systems
+Normal rank
@@ Property / cites work @@
+Q3933721
@@ Property / cites work: Q3933721 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic analysis of the fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Integration with respect to local time
@@ Property / cites work: Integration with respect to local time / rank @@
+Normal rank
@@ Property / cites work @@
+Q3149666
@@ Property / cites work: Q3149666 / rank @@
+Normal rank
@@ Property / cites work @@
+Two-parameter \(p,q\)-variation paths and integrations of local times
+Normal rank
@@ Property / cites work @@
+Local time rough path for Lévy processes
@@ Property / cites work: Local time rough path for Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+Quadratic covariation and an extension of Itô's formula
+Normal rank
@@ Property / cites work @@
+Occupation densities
@@ Property / cites work: Occupation densities / rank @@
+Normal rank
@@ Property / cites work @@
+\(m\)-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index
+Normal rank
@@ Property / cites work @@
+Approximation at first and second order of {\(m\)}-order integrals of the fractional {B}rownian motion and of certain semimartingales
+Normal rank
@@ Property / cites work @@
+Integral transformations and anticipative calculus for fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Wiener integrals, Malliavin calculus and covariance measure structure
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for fractional Brownian motion and related processes.
+Normal rank
@@ Property / cites work @@
+Selected aspects of fractional Brownian motion.
@@ Property / cites work: Selected aspects of fractional Brownian motion. / rank @@
+Normal rank
@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
+Normal rank
@@ Property / cites work @@
+A change-of-variable formula with local time on curves
+Normal rank
@@ Property / cites work @@
+Local time and stochastic area integrals
@@ Property / cites work: Local time and stochastic area integrals / rank @@
+Normal rank
@@ Property / cites work @@
+Ito formula for \(C^ 1\)-functions of semimartingales
+Normal rank
@@ Property / cites work @@
+Stochastic calculus with respect to continuous finite quadratic variation processes
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of Variations for Self-similar Processes
@@ Property / cites work: Analysis of Variations for Self-similar Processes / rank @@
+Normal rank
@@ Property / cites work @@
+The generalized Bouleau-Yor identity for a sub-fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2
+Normal rank
@@ Property / cites work @@
+Some path properties of weighted-fractional Brownian motion
+Normal rank