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- 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
- Parameter identification for the discretely observed geometric fractional Brownian motion 2020-03-27 Paper Pricing equity warrants with a promised lowest...10 bytes (18 words) - 18:12, 12 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
- 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
- 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
- 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
- spaces driven by fractional Brownian motion 2019-11-22 Paper Stochastic fractional evolution equations with fractional Brownian motion and infinite delay...10 bytes (17 words) - 15:21, 10 December 2023
- nonlinear filtering theory in the presence of fractional Brownian motion 2000-09-04 Paper Fractional Brownian motion and the Markov property 1999-03-31 Paper...10 bytes (16 words) - 18:20, 8 December 2023
- small fractional Brownian motion with Hurst parameter in \((1/2,1)\) 2017-11-16 Paper Stochastic shell models driven by a multiplicative fractional Brownian-motion...10 bytes (16 words) - 20:02, 8 December 2023
- additive Brownian motion and of the Brownian sheet 2022-02-11 Paper Convergence of random walks with Markovian cookie stacks to Brownian motion perturbed...10 bytes (18 words) - 19:30, 8 December 2023
- deviations for local time fractional Brownian motion and applications 2008-08-19 Paper Packing-dimension profiles and fractional Brownian motion 2008-07-23 Paper...10 bytes (16 words) - 01:08, 10 December 2023
- Brownian motion driven SDEs with singular drift 2020-11-11 Paper Regularity properties of the stochastic flow of a skew fractional Brownian motion 2020-07-14...10 bytes (18 words) - 04:43, 12 December 2023
- with mixed fractional Brownian motion 2021-07-05 Paper Parameter identification for the discretely observed geometric fractional Brownian motion 2020-03-27...10 bytes (18 words) - 21:50, 11 December 2023
- Seneta-Heyde scaling for supercritical super-Brownian motion 2021-09-09 Paper The extremal process of super-Brownian motion 2021-06-04 Paper Quasi-stationary distributions...10 bytes (17 words) - 19:11, 8 December 2023
- Paper Nonlinear filtering with fractional Brownian motion 1999-09-15 Paper Linear filtering with fractional brownian motion 1999-01-21 Paper Nonlinear filtering...10 bytes (17 words) - 19:10, 8 December 2023
- 2023-06-12 Paper Harnack type inequalities for SDEs driven by fractional Brownian motion with Markovian switching 2023-05-05 Paper Hitting probabilities...10 bytes (17 words) - 01:07, 10 December 2023
- equation with fractional noise 2015-01-22 Paper Mixed sub-fractional Brownian motion 2014-09-17 Paper On the mixed fractional Brownian motion 2008-08-15 Paper...10 bytes (16 words) - 04:22, 12 December 2023
- geometric Asian power options on an underlying driven by a mixed fractional Brownian motion 2022-06-27 Paper Methanol futures hedging with skewed normal distribution...10 bytes (18 words) - 22:05, 10 December 2023
- Transportation inequalities for fractional stochastic functional differential equations driven by fractional Brownian motion 2018-11-08 Paper Controllability...10 bytes (16 words) - 17:34, 13 December 2023
- equations driven by fractional Brownian motion 2016-09-09 Paper Stochastic delay evolution equations driven by sub-fractional Brownian motion 2016-09-02 Paper...10 bytes (16 words) - 15:22, 6 December 2023
