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.
- Martingale transforms and Girsanov theorem for long-memory Gaussian processes (Q1612950) (← links)
- On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion (Q1643756) (← links)
- Prediction law of fractional Brownian motion (Q1687206) (← links)
- Asymptotic law of limit distribution for fractional Ornstein-Uhlenbeck process (Q1720210) (← links)
- Pricing of equity indexed annuity under fractional Brownian motion model (Q1723974) (← links)
- Option pricing with fractional stochastic volatility and discontinuous payoff function of polynomial growth (Q1739388) (← links)
- Bridge representation and modal-path approximation (Q1756961) (← links)
- A stochastic maximum principle for processes driven by fractional Brownian motion. (Q1766033) (← links)
- Weak solutions for stochastic differential equations with additive fractional noise (Q1767738) (← links)
- On arbitrage and Markovian short rates in fractional bond markets (Q1767760) (← links)
- Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion (Q1775445) (← links)
- A frequency domain approach to some results on fractional Brownian motion (Q1871323) (← links)
- Information processes for semimartingale experiments (Q1872330) (← links)
- Tanaka formula for the fractional Brownian motion. (Q1888781) (← links)
- Hypothesis testing in a fractional Ornstein-Uhlenbeck model (Q1929673) (← links)
- Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes (Q1934446) (← links)
- On pricing and hedging in financial markets with long-range dependence (Q1938961) (← links)
- On some maximal inequalities for fractional Brownian motions (Q1962161) (← links)
- On Chernoff's test for a fractional Brownian motion (Q2001264) (← links)
- 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)