Pages that link to "Item:Q5570525"
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The following pages link to Fractional Brownian Motions, Fractional Noises and Applications (Q5570525):
Displayed 50 items.
- 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)
- 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)
- 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)
- Multiscale KF algorithm for strong fractional noise interference suppression in discrete-time UWB systems (Q764544) (← links)
- Invariance principle for functions of stationarily connected Gaussian variables (Q788390) (← links)
- Limit theorems for sums of linearly generated random variables (Q791957) (← links)
- Self-similar random fields (Q792005) (← links)
- Fractional Poisson process. II (Q813596) (← links)
- Scale relativity and fractal space-time: applications to quantum physics, cosmology and chaotic systems. (Q815560) (← links)
- Merton's model of optimal portfolio in a Black-Scholes market driven by a fractional Brownian motion with short-range dependence (Q817295) (← links)
- Variational solutions for partial differential equations driven by a fractional noise (Q820065) (← links)
- Viability for differential equations driven by fractional Brownian motion (Q833296) (← links)
- Estimation of spectral exponent parameter of \(1/f\) process in additive white background noise (Q836415) (← links)
- Lévy driven moving averages and semimartingales (Q841487) (← links)
- Exact linearization of one dimensional Itô equations driven by fBm: Analytical and numerical solutions (Q841761) (← links)
- Identification of multifractional Brownian motion (Q850716) (← links)