Pages that link to "Item:Q1771479"
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The following pages link to Sub-fractional Brownian motion and its relation to occupation times (Q1771479):
Displayed 50 items.
- Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion (Q778250) (← links)
- A law of iterated logarithm for the subfractional Brownian motion and an application (Q824542) (← links)
- Occupation densities for certain processes related to subfractional Brownian motion (Q890269) (← links)
- Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation (Q890275) (← links)
- From intersection local time to the Rosenblatt process (Q895915) (← links)
- On the sub-mixed fractional Brownian motion (Q902400) (← links)
- Weak convergence towards two independent Gaussian processes from a unique Poisson process (Q972119) (← links)
- On weak approximations of integrals with respect to fractional Brownian motion (Q1004279) (← links)
- Arbitrage with fractional Gaussian processes (Q1620481) (← links)
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
- Moduli of continuity of the local time of a class of sub-fractional Brownian motions (Q1684054) (← links)
- Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion (Q1684055) (← links)
- Parametric estimation in the Vasicek-type model driven by sub-fractional Brownian motion (Q1712059) (← links)
- The structure of autocovariance matrix of discrete time subfractional Brownian motion (Q1720744) (← links)
- Some long-range dependence processes arising from fluctuations of particle systems (Q1776822) (← links)
- Least squares estimator for \(\alpha\)-sub-fractional bridges (Q1785806) (← links)
- Occupation time fluctuations of weakly degenerate branching systems (Q1930525) (← links)
- On the self-intersection local time of subfractional Brownian motion (Q1938192) (← links)
- On a covariance structure of some subset of self-similar Gaussian processes (Q2000134) (← links)
- Stochastic partial functional integrodifferential equations driven by a sub-fractional Brownian motion, existence and asymptotic behavior (Q2003525) (← links)
- An approximation to the subfractional Brownian sheet using martingale differences (Q2017436) (← links)
- Maximum likelihood estimation for sub-fractional Vasicek model (Q2066932) (← links)
- The sub-fractional CEV model (Q2068536) (← links)
- Pricing geometric Asian power options in the sub-fractional Brownian motion environment (Q2131688) (← links)
- Divergence of an integral of a process with small ball estimate (Q2132525) (← links)
- The closed-form option pricing formulas under the sub-fractional Poisson volatility models (Q2137510) (← links)
- Lower functions and Chung's LILs of the generalized fractional Brownian motion (Q2147811) (← links)
- Asymptotics of the cross-variation of Young integrals with respect to a general self-similar Gaussian process (Q2151984) (← links)
- CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index (Q2197613) (← links)
- Sojourn times of Gaussian processes with trend (Q2209315) (← links)
- Derivatives of local times for some Gaussian fields. II (Q2244496) (← links)
- The \(\mathcal S\)-transform of sub-fBm and an application to a class of linear subfractional BSDEs (Q2248470) (← links)
- Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk (Q2255167) (← links)
- On the collision local time of sub-fractional Brownian motions (Q2267606) (← links)
- Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes (Q2274266) (← links)
- Symmetric stochastic integrals with respect to a class of self-similar Gaussian processes (Q2312765) (← links)
- Piterbarg theorems for chi-processes with trend (Q2340037) (← links)
- A generalisation of the fractional Brownian field based on non-Euclidean norms (Q2348415) (← links)
- Weighted power variation of integrals with respect to a Gaussian process (Q2348745) (← links)
- A long range dependence stable process and an infinite variance branching system (Q2371946) (← links)
- Chung's law of the iterated logarithm for subfractional Brownian motion (Q2403997) (← links)
- Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences (Q2417012) (← links)
- The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (Q2441133) (← links)
- Power variation of multiple fractional integrals (Q2454693) (← links)
- A functional CLT for the occupation time of a state-dependent branching random walk (Q2460321) (← links)
- Self-similar stable processes arising from high-density limits of occupation times of particle systems (Q2471751) (← links)
- On the Wiener integral with respect to a sub-fractional Brownian motion on an interval (Q2518313) (← links)
- Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence (Q2576954) (← links)
- Limit theorems for occupation time fluctuations of branching systems. II: Critical and large dimensions (Q2576955) (← links)
- An extension of sub-fractional Brownian motion (Q2637444) (← links)