Pages that link to "Item:Q1771479"

The following pages link to Sub-fractional Brownian motion and its relation to occupation times (Q1771479):

Displaying 34 items.

• On estimation of the extended Orey index for Gaussian processes (Q2803998) (← links)
• Conditions for singularity for measures generated by two fractional psuedo-diffusion processes (Q2804509) (← links)
• Random walks and subfractional Brownian motion (Q2815969) (← links)
• RIEMANN–LIOUVILLE PROCESSES ARISING FROM BRANCHING PARTICLE SYSTEMS (Q2841321) (← links)
• Singularity of Subfractional Brownian Motions with Different Hurst Indices (Q2893292) (← links)
• The Lower Classes of the Sub-Fractional Brownian Motion (Q2914789) (← links)
• On some maximal and integral inequalities for sub-fractional Brownian motion (Q2974042) (← links)
• Bounds for expected maxima of Gaussian processes and their discrete approximations (Q2974854) (← links)
• On limit theorems of some extensions of fractional Brownian motion and their additive functionals (Q2977586) (← links)
• Optimal estimation of a signal perturbed by a sub-fractional Brownian motion (Q2986702) (← links)
• (Q3303406) (← links)
• MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS (Q3502800) (← links)
• On Double Stratonovich Fractional Integrals and Some Strong and Weak Approximations (Q3625463) (← links)
• Singularity among selfsimilar Gaussian random fields with different scaling parameters and others (Q4634148) (← links)
• Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion (Q4685690) (← links)
• Maximum likelihood estimation for Gaussian process with nonlinear drift (Q4968181) (← links)
• Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus (Q4976209) (← links)
• Pickands-Piterbarg constants for self-similar Gaussian processes (Q4999838) (← links)
• Bounds for the expected supremum of some non-stationary Gaussian processes (Q5056588) (← links)
• Approximation to two independent Gaussian processes from a unique Lévy process and applications (Q5078018) (← links)
• Large deviations for functionals of some self-similar Gaussian processes (Q5086630) (← links)
• Impulsive fractional stochastic differential inclusions driven by sub-Fractional Brownian motion with infinite delay and sectorial operators (Q5164677) (← links)
• Stochastic Integral for Non-Adapted Processes Related to Sub-Fractional Brownian Motion when $H>1/2$ (Q5164680) (← links)
• More on maximal inequalities for sub-fractional Brownian motion (Q5216263) (← links)
• Nonparametric estimation of linear multiplier for processes driven by subfractional Brownian motion (Q5231189) (← links)
• Estimators for the Drift of Subfractional Brownian Motion (Q5419669) (← links)
• An Approximation of Subfractional Brownian Motion (Q5419689) (← links)
• Some properties of the sub-fractional Brownian motion (Q5421591) (← links)
• Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation (Q5875190) (← links)
• Impulsive stochastic differential equations involving Hilfer fractional derivatives (Q5877153) (← links)
• Dilatively stable stochastic processes and aggregate similarity (Q5964968) (← links)
• Fractional processes and their statistical inference: an overview (Q6149600) (← links)
• An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion (Q6171132) (← links)
• On sharp rate of convergence for discretization of integrals driven by fractional Brownian motions and related processes with discontinuous integrands (Q6204803) (← links)