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From MaRDI portal
- respect to fractional Brownian motion 2014-04-10 Paper Spectral characterization of the quadratic variation of mixed Brownian-fractional Brownian motion 2013-08-02...10 bytes (16 words) - 18:01, 8 December 2023
- driven by fractional Brownian motion 2021-03-02 Paper Numerical scheme for stochastic differential equations driven by fractional Brownian motion with \(1/4...10 bytes (18 words) - 10:16, 9 December 2023
- driven by fractional Brownian motion with stochastic integral-Lipschitz coefficients 2024-03-04 Paper Generalized BDSDEs driven by fractional Brownian motion...10 bytes (16 words) - 04:20, 12 December 2023
- driven by fractional Brownian motion 2021-09-21 Paper A class of second-order McKean-Vlasov stochastic evolution equations driven by fractional Brownian motion...10 bytes (19 words) - 12:22, 8 December 2023
- driven by fractional Brownian motion 2021-03-31 Paper Minimum distance parameter estimation for a stochastic equation with additive fractional Brownian sheet...10 bytes (18 words) - 14:44, 12 December 2023
- driven by a fractional Brownian motion in a Hilbert space 2012-09-11 Paper Functional differential equations driven by a fractional Brownian motion 2011-12-18...10 bytes (16 words) - 00:13, 12 December 2023
- in Hilbert Spaces 2011-03-08 Paper Q-Fractional Brownian Motion in Infinite Dimensions with Application to Fractional Black–Scholes Market 2009-03-03 Paper...10 bytes (17 words) - 23:38, 9 December 2023
- exponents for Gaussian random fields of fractional Brownian motion type 2019-01-02 Paper Integrated fractional Brownian motion: persistence probabilities and their...10 bytes (18 words) - 12:08, 12 December 2023
- Multiplicative Fractional Brownian Motion 2014-11-12 Paper Random Attractors for Stochastic Evolution Equations Driven by Fractional Brownian Motion 2014-11-04...10 bytes (20 words) - 00:52, 10 December 2023
- equation with fractional Brownian motion input 2000-08-21 Paper A parabolic stochastic differential equation with fractional Brownian motion input 2000-06-07...10 bytes (19 words) - 03:08, 9 December 2023
- WEIERSTRASS-MANDELBROT PROCESS TO FRACTIONAL BROWNIAN MOTION 2001-12-10 Paper Integration questions related to fractional Brownian motion 2001-10-16 Paper Robustness...10 bytes (19 words) - 18:19, 8 December 2023
- DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION 2009-11-09 Paper Some topics in fractional Brownian motion 2009-10-26 Paper Maximum Queue Length...10 bytes (19 words) - 23:29, 9 December 2023
- a non-linear 2D fractional wave equation 2020-05-12 Paper Integration with respect to the Hermitian fractional Brownian motion 2020-02-18 Paper One-dimensional...10 bytes (16 words) - 10:22, 11 December 2023
- for Brownian motion 2011-12-19 Paper A maximal inequality for skew Brownian motion 2010-09-28 Paper A maximal inequality for skew Brownian motion 2010-04-08...10 bytes (17 words) - 03:38, 12 December 2023
- Paper On Chernoff's test for a fractional Brownian motion 2019-07-02 Paper On confidence intervals for Brownian motion changepoint times 2016-06-30 Paper...10 bytes (17 words) - 03:37, 12 December 2023
- particles 2008-02-06 Paper Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems 2007-11-19 Paper...10 bytes (18 words) - 12:37, 9 December 2023
- variation of subfractional Brownian motion 2014-10-13 Paper The generalized Bouleau-Yor identity for a sub-fractional Brownian motion 2014-08-14 Paper Power...10 bytes (17 words) - 23:07, 9 December 2023
- Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions 2014-02-06 Paper Self-regulating processes 2014-01-15...10 bytes (18 words) - 18:19, 8 December 2023
- self-intersection local time for fractional Brownian motion 2008-08-14 Paper Stochastic Calculus for Fractional Brownian Motion and Applications 2008-03-26...10 bytes (16 words) - 07:43, 9 December 2023
- dependent completely correlated mixed fractional Brownian motion 2024-03-04 Paper Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes...10 bytes (16 words) - 11:01, 9 December 2023
