Pages that link to "Item:Q5570525"
From MaRDI portal
The following pages link to Fractional Brownian Motions, Fractional Noises and Applications (Q5570525):
Displayed 50 items.
- On distributions of functionals of anomalous diffusion paths (Q616242) (← links)
- Fractional normal inverse Gaussian diffusion (Q618023) (← links)
- Model-free stochastic processes studied with \(q\)-wavelet-based informational tools (Q620816) (← links)
- Fractional multiple birth-death processes with birth probabilities \(\lambda _i(\Delta t)^\alpha +o((\Delta t)^\alpha)\) (Q621931) (← links)
- Exploring the fractal parameters of urban growth and form with wave-spectrum analysis (Q624453) (← links)
- A class of negatively fractal dimensional Gaussian random functions (Q624745) (← links)
- Hausdorff measures of the image, graph and level set of bifractional Brownian motion (Q625925) (← links)
- Ball throwing on spheres (Q627280) (← links)
- Testing for changes in the mean or variance of long memory processes (Q627588) (← links)
- Fractional Brownian motion and long term clinical trial recruitment (Q629109) (← links)
- An Osgood criterion for integral equations with applications to stochastic differential equations with an additive noise (Q631556) (← links)
- Electrostatics in fractal geometry: fractional calculus approach (Q634907) (← links)
- Semimartingale approximation of fractional Brownian motion and its applications (Q636573) (← links)
- Fractional Lévy-driven Ornstein-Uhlenbeck processes and stochastic differential equations (Q637113) (← links)
- Langevin equation with two fractional orders (Q644051) (← links)
- Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence (Q645442) (← links)
- Option pricing under a gamma-modulated diffusion process (Q645515) (← links)
- Ergodicity of the infinite dimensional fractional Brownian motion (Q650168) (← links)
- Functional differential equations driven by a fractional Brownian motion (Q651554) (← links)
- Stochastic generalized Burgers equations driven by fractional noises (Q652510) (← links)
- Synchronization of a new fractional-order hyperchaotic system (Q662929) (← links)
- Shaking the tree: an agency-theoretic model of asset pricing (Q665534) (← links)
- Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration (Q665816) (← links)
- Boundary controllability of nonlocal Hilfer fractional stochastic differential systems with fractional Brownian motion and Poisson jumps (Q667991) (← links)
- The Hausdorff dimension of multivariate operator-self-similar Gaussian random fields (Q679610) (← links)
- On discrete time hedging errors in a fractional Black-Scholes model (Q681037) (← links)
- Fractional Brownian motions described by scaled Langevin equation (Q686090) (← links)
- Extracting fractal components from time series (Q688175) (← links)
- Fractal models of surface topography and contact mechanics (Q699377) (← links)
- Singularity comparison between \(1/f\) fluctuations with statistical analysis of wavelet maxima (Q701514) (← links)
- A series expansion of fractional Brownian motion (Q706329) (← links)
- Whitening filter and innovational representation of fractional Brownian motion (Q712152) (← links)
- Fractional stochastic differential equations with applications to finance (Q713467) (← links)
- The fractional multivariate normal tempered stable process (Q714607) (← links)
- Robust synchronization of perturbed Chen's fractional-order chaotic systems (Q718408) (← links)
- Anomalous is ubiquitous (Q719717) (← links)
- Multi-operator scaling random fields (Q719779) (← links)
- Effective signal extraction via local polynomial approximation under long-range dependency conditions (Q722283) (← links)
- Statistical scaling of geometric characteristics in stochastically generated pore microstructures (Q723085) (← links)
- Inner product spaces of integrands associated to subfractional Brownian motion (Q730735) (← links)
- Estimation in models driven by fractional Brownian motion (Q731662) (← links)
- Invariance principle, multifractional Gaussian processes and long-range dependence (Q731682) (← links)
- Correlation cascades, ergodic properties and long memory of infinitely divisible processes (Q734643) (← links)
- A strong uniform approximation of fractional Brownian motion by means of transport processes (Q734645) (← links)
- Estimation of fractional integration under temporal aggregation (Q737901) (← links)
- Approximate controllability of impulsive neutral stochastic differential equations with fractional Brownian motion in a Hilbert space (Q738431) (← links)
- The multifractal nature of Volterra-Lévy processes (Q740198) (← links)
- Fractional motions (Q740796) (← links)
- A method for identifying diffusive trajectories with stochastic models (Q743435) (← links)
- Nonparametric regression with long-range dependence (Q750048) (← links)