scientific article; zbMATH DE number 1944311
From MaRDI portal
Publication:4407604
zbMath1031.60047MaRDI QIDQ4407604
Murad S. Taqqu, Vladas Pipiras
Publication date: 20 February 2004
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Discrete-time Markov processes on general state spaces (60J05) Fractional derivatives and integrals (26A33) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)
Related Items (15)
A fractional calculus interpretation of the fractional volatility model ⋮ Transformation formulas for fractional Brownian motion ⋮ Intersection local times of independent fractional Brownian motions as generalized white noise functionals ⋮ On Hölder fields clustering ⋮ A numerical approximation for generalized fractional Sturm-Liouville problem with application ⋮ On the connection between Molchan-Golosov and Mandelbrot-van Ness representations of fractional Brownian motion ⋮ Integral representations and properties of operator fractional Brownian motions ⋮ Exact confidence intervals for the Hurst parameter of a fractional Brownian motion ⋮ Malliavin regularity of solutions to mixed stochastic differential equations ⋮ Nonhomogeneous fractional integration and multifractional processes ⋮ On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data ⋮ From Newton's equation to fractional diffusion and wave equations ⋮ Fractional Sturm-Liouville boundary value problems in unbounded domains: theory and applications ⋮ Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes ⋮ Benoît Mandelbrot and fractional Brownian motion
This page was built for publication: