Pages that link to "Item:Q1767509"

The following pages link to Approximation at first and second order of {\(m\)}-order integrals of the fractional {B}rownian motion and of certain semimartingales (Q1767509):

Displayed 17 items.

• The quadratic variation for mixed-fractional Brownian motion (Q347449) ‎ (← links)
• Temporal variation for fractional heat equations with additive white noise (Q737138) ‎ (← links)
• On the regularity of stochastic currents, fractional Brownian motion and applications to a turbulence model (Q838327) ‎ (← links)
• Asymptotic error distributions of the Crank-Nicholson scheme for SDEs driven by fractional Brownian motion (Q895913) ‎ (← links)
• Approximation via regularization of the local time of semimartingales and Brownian motion (Q952741) ‎ (← links)
• An Itô-Stratonovich formula for Gaussian processes: A Riemann sums approach (Q952826) ‎ (← links)
• Milstein's type schemes for fractional SDEs (Q985345) ‎ (← links)
• Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion (Q1680936) ‎ (← links)
• The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (Q2441133) ‎ (← links)
• Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion (Q2471123) ‎ (← links)
• On bifractional Brownian motion (Q2495385) ‎ (← links)
• Gaussian and non-Gaussian processes of zero power variation (Q2786487) ‎ (← links)
• The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2 (Q2937045) ‎ (← links)
• Functional Itô versus Banach space stochastic calculus and strict solutions of semilinear path-dependent equations (Q2956587) ‎ (← links)
• Convergence at First and Second Order of Some Approximations of Stochastic Integrals (Q3086802) ‎ (← links)
• Generalized grey Brownian motion local time: existence and weak approximation (Q5265789) ‎ (← links)
• The quadratic covariation for a weighted fractional Brownian motion (Q5268388) ‎ (← links)