Pages that link to "Item:Q5570525"
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The following pages link to Fractional Brownian Motions, Fractional Noises and Applications (Q5570525):
Displaying 50 items.
- 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)
- Application of generalized Hurst dimension rose plot in terrain altitude analysis (Q821710) (← links)
- Nonparametric estimation of fractional option pricing model (Q826418) (← links)
- A note on stationary bootstrap variance estimator under long-range dependence (Q826725) (← 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)
- Kolmogorov equation and large-time behaviour for fractional Brownian motion driven linear SDE's. (Q851662) (← links)
- On fractional stable processes and sheets: white noise approach (Q854079) (← links)
- Transformation formulas for fractional Brownian motion (Q855681) (← links)
- A reflected fBm limit for fluid models with ON/OFF sources under heavy traffic (Q867846) (← links)
- Fractal analyses for `short' time series: A re-assessment of classical methods (Q867994) (← links)
- Fractional Hamilton-Jacobi equation for the optimal control of nonrandom fractional dynamics with fractional cost function (Q874339) (← links)
- A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion (Q882907) (← links)
- Estimating the Hurst parameter (Q882909) (← links)
- Quasi-sure \(p\)-variation of fractional Brownian motion (Q886328) (← links)
- Modeling geodetic processes with Levy \(\alpha\)-stable distribution and FARIMA (Q888381) (← links)
- Fractional Brownian motion with variable Hurst parameter: definition and properties (Q895895) (← links)
- On integration by parts formula and characterization of fractional Ornstein-Uhlenbeck process (Q900945) (← links)
- Asymptotic proportion of arbitrage points in fractional binary markets (Q901293) (← links)
- The effect of round-off error on long memory processes (Q905390) (← links)
- A white noise approach to stochastic integration with respect to the Rosenblatt process (Q907307) (← links)
- Rates of clustering for some Gaussian self-similar processes (Q910093) (← links)
- Estimation of the drift of fractional Brownian motion (Q923871) (← links)
- Modeling autocorrelation functions of long-range dependent teletraffic series based on optimal approximation in Hilbert space -- a further study (Q924826) (← links)
- A spectral approach to simulating intrinsic random fields with power and spline generalized covariances (Q926012) (← links)
- On the linear fractional self-attracting diffusion (Q927251) (← links)
- An optimal series expansion of the multiparameter fractional Brownian motion (Q927255) (← links)
- A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
- Large deviations in testing fractional Ornstein-Uhlenbeck models (Q928961) (← links)
- Consistency of the regression estimator with functional data under long memory conditions (Q928979) (← links)
- Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles (Q930662) (← links)
- Rates of contraction of posterior distributions based on Gaussian process priors (Q930663) (← links)
- Estimation of the volatility persistence in a discretely observed diffusion model (Q936399) (← links)
- On the mixed fractional Brownian motion (Q937469) (← links)
- Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations (Q939363) (← links)
- Fractional Lévy processes on Gel'fand triple and stochastic integration (Q942956) (← links)
- A general framework for simulation of fractional fields (Q947149) (← links)
- Estimating the Hurst effect and its application in monitoring clinical trials (Q956853) (← links)
- Brownian moving averages have conditional full support (Q957520) (← links)
- Wavelet-based bootstrapping of spatial patterns on a finite lattice (Q959323) (← links)
- LASS: a tool for the local analysis of self-similarity (Q959327) (← links)
- Type I and type II fractional Brownian motions: a reconsideration (Q961404) (← links)
- Fractal time series -- A tutorial review (Q966330) (← links)
- Variance bound of ACF estimation of one block of fGn with LRD (Q966356) (← links)
- Comments on ``Modeling fractional stochastic systems as non-random fractional dynamics driven Brownian motions'' (Q967928) (← links)
- Fractional Liu process with application to finance (Q970062) (← links)