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From MaRDI portal
- Brownian Motion with Hurst Parameter Less than 1/2 2007-02-15 Paper Clark-Ocone Formula for Fractional Brownian Motion with Hurst Parameter Less Than 1/2 2006-09-22...10 bytes (18 words) - 10:16, 9 December 2023
- respect to the Hurst parameter of the local time of the fractional Brownian motion 2007-08-20 Paper Continuity with respect to the Hurst parameter of the laws...10 bytes (16 words) - 06:13, 7 October 2023
- STOCHASTIC VOLTERRA EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER H > 1/2 2012-12-07 Paper Delay equations with non-negativity constraints...10 bytes (16 words) - 12:41, 28 January 2024
- integro-differential equations driven by fractional Brownian motion with Hurst parameter lesser than \(1/2\) 2022-01-20 Paper Quadratic transportation inequalities...10 bytes (16 words) - 17:34, 13 December 2023
- with Hurst parameter in \((0,1/2)\) 2011-12-19 Paper Nonlinear Fractional Backward Doubly Stochastic Differential Equations with Hurst Parameter in (1/2...10 bytes (16 words) - 06:06, 25 September 2023
- the lognormal fractional SABR model 2019-09-26 Paper Estimating the Hurst parameter from short term volatility swaps: a Malliavin calculus approach 2019-04-24...10 bytes (16 words) - 10:16, 9 December 2023
- by fractional Brownian motion with small Hurst parameter 2020-08-25 Paper Estimation of the lead-lag parameter between two stochastic processes driven by...10 bytes (16 words) - 09:39, 25 September 2023
- respect to the Hurst parameter of the local time of the fractional Brownian motion 2007-08-20 Paper Continuity with respect to the Hurst parameter of the laws...10 bytes (17 words) - 09:02, 25 September 2023
- Dynamics of SPDEs driven by a small fractional Brownian motion with Hurst parameter larger than 1/2 2019-01-22 Paper Stability theory for Gaussian rough...10 bytes (18 words) - 15:05, 12 December 2023
- regression: bootstrapping CMARS method 2015-11-10 Paper Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method 2015-06-17 Paper...10 bytes (18 words) - 08:28, 12 December 2023
- stochastic non-Newtonian fluids driven by fractional Brownian motion with Hurst parameter \(H \in (\tfrac 14,\tfrac 12)\) 2013-06-21 Paper Dynamics of a 2D stochastic...10 bytes (17 words) - 02:44, 25 September 2023
- diffusion-type processes 2020-04-01 Paper Bayesian estimation of the Hurst parameter of fractional Brownian motion 2017-10-27 Paper https://portal.mardi4nfdi...10 bytes (16 words) - 09:18, 13 December 2023
- integro-differential equations driven by fractional Brownian motion with Hurst parameter lesser than \(1/2\) 2022-01-20 Paper On the uniform Besov regularity...10 bytes (16 words) - 00:13, 12 December 2023
- variance and drift depending on time 2015-06-02 Paper Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion...10 bytes (16 words) - 10:28, 6 October 2023
- Publication Date of Publication Type Estimation and testing of the Hurst parameter usingp-variation 2013-09-25 Paper...10 bytes (16 words) - 12:50, 6 October 2023
- Healthy versus congestive heart failure patients -- an approach via the Hurst parameter 2021-11-16 Paper...10 bytes (20 words) - 04:09, 25 September 2023
- Publication Date of Publication Type Contradictory relationship between Hurst parameter and queueing performance (extended version) 2003-02-17 Paper...10 bytes (16 words) - 21:27, 24 September 2023
- Publication Date of Publication Type Bayesian estimation of the Hurst parameter of fractional Brownian motion 2017-10-27 Paper...10 bytes (18 words) - 22:07, 27 December 2023
- Publication Date of Publication Type Bayesian estimation of the Hurst parameter of fractional Brownian motion 2017-10-27 Paper...10 bytes (18 words) - 22:07, 27 December 2023
- Paper Berry-Ess\'een bound for the Parameter Estimation of Fractional Ornstein-Uhlenbeck Processes with the Hurst Parameter $H\in (0,1/2)$ 2018-10-04 Paper...10 bytes (17 words) - 07:04, 7 October 2023
