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- 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
- STOCHASTIC VOLTERRA EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER H > 1/2 2012-12-07 Paper Stochastic delay equations with non-negativity...10 bytes (16 words) - 12:41, 28 January 2024
- 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
- 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
- Dynamics of SPDEs driven by a small fractional Brownian motion with Hurst parameter larger than 1/2 2019-01-22 Paper Nonautonomous Young differential equations...10 bytes (18 words) - 15:05, 12 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 (17 words) - 09:02, 25 September 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
- noise with Hurst parameter \(H < 1/2\) 2012-06-19 Paper Branching Points For a Class of Variational Equations Involving Potential With Parameter 2008-06-18...10 bytes (16 words) - 23:25, 9 December 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 Quadratic transportation inequalities...10 bytes (16 words) - 17:34, 13 December 2023
- 2013-01-24 Paper Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1) 2012-09-14 Paper Semilinear backward doubly stochastic differential...10 bytes (16 words) - 06:06, 25 September 2023
- Dynamics of SPDEs driven by a small fractional Brownian motion with Hurst parameter larger than 1/2 2019-01-22 Paper On 3D Navier-Stokes equations: regularization...10 bytes (20 words) - 00:52, 10 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
- rough path associated to the multidimensional analytic fBm with any Hurst parameter 2011-06-22 Paper A Hamiltonian Action of the Schrödinger–Virasoro Algebra...10 bytes (19 words) - 17:29, 9 December 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
- fractional Brownian motion is infinitely differentiable with respect to its Hurst parameter 2019-08-28 Paper An Adaptive Euler--Maruyama Scheme for Stochastic Differential...10 bytes (17 words) - 22:14, 9 December 2023
