Pages that link to "Item:Q2463941"
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The following pages link to Stochastic calculus for fractional Brownian motion and related processes. (Q2463941):
Displayed 50 items.
- Benoît Mandelbrot and fractional Brownian motion (Q254347) (← links)
- Stochastic Korteweg-de Vries equation driven by fractional Brownian motion (Q255486) (← links)
- Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion (Q258312) (← links)
- Solving a stochastic heat equation driven by a bi-fractional noise (Q276352) (← links)
- The fractional derivative for fractional Brownian local time with Hurst index large than 1/2 (Q284812) (← links)
- Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions (Q292925) (← links)
- Fractional stochastic Volterra equation perturbed by fractional Brownian motion (Q299580) (← links)
- Fractional Brownian sheet and martingale difference random fields (Q308179) (← links)
- Asymptotic behavior of the solution of the fractional heat equation (Q310626) (← links)
- Exponential synchronization for stochastic neural networks driven by fractional Brownian motion (Q327975) (← links)
- Stochastic averaging of quasi-non-integrable Hamiltonian systems under fractional Gaussian noise excitation (Q331295) (← links)
- On the non-commutative fractional Wishart process (Q333124) (← links)
- Integral representation with respect to fractional Brownian motion under a log-Hölder assumption (Q340777) (← links)
- Large deviations for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process (Q340819) (← links)
- The quadratic variation for mixed-fractional Brownian motion (Q347449) (← links)
- Small ball properties and representation results (Q347466) (← links)
- Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions (Q356320) (← links)
- Quantum field theory, gravity and cosmology in a fractal universe (Q364879) (← links)
- On fractional Brownian motion and wavelets (Q371626) (← links)
- Bounded mild solutions to fractional integro-differential equations in Banach spaces (Q382937) (← links)
- Nonlinear integral equations with respect to functions having bounded \(p\)-variation (Q383677) (← links)
- Power law Pólya's urn and fractional Brownian motion (Q389275) (← links)
- Cylindrical fractional Brownian motion in Banach spaces (Q404580) (← links)
- On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion (Q404600) (← links)
- Stochastic integration with respect to the sub-fractional Brownian motion with (Q419214) (← links)
- Finite variation of fractional Lévy processes (Q430979) (← links)
- An approximation to the Rosenblatt process using martingale differences (Q434711) (← links)
- Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach (Q437400) (← links)
- Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1) (Q450798) (← links)
- Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus (Q453268) (← links)
- The rate of convergence of Hurst index estimate for the stochastic differential equation (Q454862) (← links)
- Integrability of solutions to mixed stochastic differential equations (Q460742) (← links)
- Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motion, discontinuous coefficients, and a partly degenerate diffusion operator (Q471411) (← links)
- A weak convergence to Hermite process by martingale differences (Q471627) (← links)
- Stochastic averaging principle for dynamical systems with fractional Brownian motion (Q478249) (← links)
- Approximation of fractional Brownian motion by martingales (Q479168) (← links)
- Strategic asset allocation under a fractional hidden Markov model (Q479173) (← links)
- Neutral stochastic differential equations driven by a fractional Brownian motion with impulsive effects and varying-time delays (Q488608) (← links)
- Optimal tracking for bilinear stochastic system driven by fractional Brownian motions (Q488886) (← links)
- A random matrix approximation for the non-commutative fractional Brownian motion (Q501830) (← links)
- The stochastic resonance behaviors of a generalized harmonic oscillator subject to multiplicative and periodically modulated noises (Q504789) (← links)
- Stochastic analysis of Gaussian processes via Fredholm representation (Q507678) (← links)
- Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion (Q537141) (← links)
- Remarks on the intersection local time of fractional Brownian motions (Q552992) (← links)
- The stochastic wave equation with fractional noise: a random field approach (Q608222) (← links)
- Regularization and integral representations of Hermite processes (Q613203) (← links)
- Pseudo almost automorphic solutions of fractional order neutral differential equation (Q617846) (← links)
- Intersection local times of independent fractional Brownian motions as generalized white noise functionals (Q618761) (← links)
- Semimartingale approximation of fractional Brownian motion and its applications (Q636573) (← links)
- Ergodicity of the infinite dimensional fractional Brownian motion (Q650168) (← links)