Pages that link to "Item:Q1304018"
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The following pages link to An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions (Q1304018):
Displaying 50 items.
- High-frequency trading with fractional Brownian motion (Q2022763) (← links)
- Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion (Q2039768) (← links)
- Exponential behavior and upper noise excitation index of solutions to evolution equations with unbounded delay and tempered fractional Brownian motions (Q2044653) (← links)
- On the anticipative nonlinear filtering problem and its stability (Q2045123) (← links)
- Gaussian Volterra processes with power-type kernels. II (Q2103307) (← links)
- Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models (Q2111244) (← links)
- Adaptative design for estimation of parameter of second order differential equation in fractional diffusion system (Q2137624) (← links)
- Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend (Q2137743) (← links)
- Gaussian random bridges and a geometric model for information equilibrium (Q2150142) (← links)
- Gaussian Volterra processes with power-type kernels. I (Q2172945) (← links)
- Comparison of the LS-based estimators and the MLE for the fractional Ornstein-Uhlenbeck process (Q2194055) (← links)
- Distance from fractional Brownian motion with associated Hurst index \(0<H<1/2\) to the subspaces of Gaussian martingales involving power integrands with an arbitrary positive exponent (Q2209742) (← links)
- Nonparametric estimation of trend function for stochastic differential equations driven by a bifractional Brownian motion (Q2219834) (← links)
- Indirect inference in fractional short-term interest rate diffusions (Q2227436) (← links)
- Insider trading with memory under random deadline (Q2240173) (← links)
- Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications (Q2241497) (← links)
- Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion (Q2242070) (← links)
- Laws of large numbers for supercritical branching Gaussian processes (Q2274308) (← links)
- The fractional and mixed-fractional CEV model (Q2315921) (← links)
- Estimation of the lead-lag parameter between two stochastic processes driven by fractional Brownian motions (Q2330958) (← links)
- A maximal inequality for fractional Brownian motions (Q2414733) (← links)
- An extension of the Lévy characterization to fractional Brownian motion (Q2431515) (← links)
- Large deviations for optimal filtering with fractional Brownian motion (Q2444644) (← links)
- Random variables as pathwise integrals with respect to fractional Brownian motion (Q2444645) (← links)
- Nonparametric inference for fractional diffusion (Q2448715) (← links)
- Large deviations of infinite intersections of events in Gaussian processes (Q2507596) (← links)
- Fractional Brownian motion and sheet as white noise functionals (Q2508642) (← links)
- On the Wiener integral with respect to a sub-fractional Brownian motion on an interval (Q2518313) (← links)
- Regularization of differential equations by fractional noise. (Q2574521) (← links)
- Approximating some Volterra type stochastic integrals with applications to parameter estimation. (Q2574562) (← links)
- Convergence in law to the multiple fractional integral. (Q2574573) (← links)
- Representations of fractional Brownian motion using vibrating strings (Q2575814) (← links)
- Statistical aspects of the fractional stochastic calculus (Q2642746) (← links)
- Malliavin calculus used to derive a stochastic maximum principle for system driven by fractional Brownian and standard Wiener motions with application (Q2660769) (← links)
- Berry-Esseen inequalities for the fractional Black-Karasinski model of term structure of interest rates (Q2671516) (← links)
- General approach to filtering with fractional brownian noises — application to linear systems (Q2706908) (← links)
- Multiparameter Fractional Brownian Motion And Quasi-Linear Stochastic Partial Differential Equations (Q2747859) (← links)
- Optimal Estimation of a Signal Perturbed by a Fractional Brownian Noise (Q2790684) (← links)
- Boundary non-crossing probabilities for fractional Brownian motion with trend (Q2804017) (← links)
- CONTROLLED DRIFT ESTIMATION IN FRACTIONAL DIFFUSION LINEAR SYSTEMS (Q2841324) (← links)
- Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling (Q2853356) (← links)
- Bayesian Sequential Estimation of a Drift of Fractional Brownian Motion (Q2854354) (← links)
- Estimation of change point for switching fractional diffusion processes (Q2875276) (← links)
- Estimation of Drift Parameter and Change Point for Switching Fractional Diffusion Processes (Q2875523) (← links)
- Fractional Diffusion with Partial Observations (Q2890081) (← links)
- A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval (Q2890715) (← links)
- Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
- The distance between fractional Brownian motion and the subspace of martingales with “similar” kernels (Q2923381) (← links)
- DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED ON A MARTINGALE APPROXIMATION (Q2929844) (← links)
- Approximation of a Wiener process by integrals with respect to the fractional Brownian motion of power functions of a given exponent (Q2944728) (← links)