The following pages link to On bifractional Brownian motion (Q2495385):
Displaying 50 items.
- Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion (Q254476) (← links)
- The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory (Q272978) (← links)
- Solving a stochastic heat equation driven by a bi-fractional noise (Q276352) (← links)
- Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes (Q449231) (← links)
- Generalized covariation for Banach space valued processes, Itō formula and applications (Q470098) (← links)
- Additive functionals of the solution to fractional stochastic heat equation (Q485173) (← links)
- L-Kuramoto-Sivashinsky SPDEs vs. time-fractional SPIDEs: exact continuity and gradient moduli, 1/2-derivative criticality, and laws (Q526025) (← links)
- On stochastic calculus related to financial assets without semimartingales (Q645948) (← links)
- On \(p\)-variation of bifractional Brownian motion (Q655757) (← links)
- Central limit theorem for functionals of a generalized self-similar Gaussian process (Q679608) (← links)
- Smoothness for the collision local times of bifractional Brownian motions (Q763663) (← links)
- Polar functions of multiparameter bifractional Brownian sheets (Q844059) (← links)
- Nonsemimartingales: stochastic differential equations and weak Dirichlet processes (Q879256) (← links)
- An Itô-Stratonovich formula for Gaussian processes: A Riemann sums approach (Q952826) (← links)
- Asymptotic behavior of weighted quadratic variation of bi-fractional Brownian motion (Q982749) (← links)
- On weak approximations of integrals with respect to fractional Brownian motion (Q1004279) (← links)
- A decomposition of the bifractional Brownian motion and some applications (Q1007350) (← links)
- Self-intersection local times and collision local times of bifractional Brownian motions (Q1044279) (← links)
- Arbitrage with fractional Gaussian processes (Q1620481) (← links)
- Some properties of the solution to fractional heat equation with a fractional Brownian noise (Q1628670) (← links)
- On a covariance structure of some subset of self-similar Gaussian processes (Q2000134) (← links)
- Volatility estimation of general Gaussian Ornstein-Uhlenbeck process (Q2006737) (← links)
- Renormalized self-intersection local time of bifractional Brownian motion (Q2061456) (← links)
- Quadratic covariations for the solution to a stochastic heat equation with space-time white noise (Q2078450) (← links)
- Lower functions and Chung's LILs of the generalized fractional Brownian motion (Q2147811) (← links)
- Notes on spherical bifractional Brownian motion (Q2172947) (← links)
- Stratonovich type integration with respect to fractional Brownian motion with Hurst parameter less than \(1/2\) (Q2175010) (← links)
- Estimation of the drift parameter for the fractional stochastic heat equation via power variation (Q2178923) (← links)
- Density bounds for solutions to differential equations driven by Gaussian rough paths (Q2181610) (← links)
- Some properties of bifractional Bessel processes driven by bifractional Brownian motion (Q2209684) (← links)
- Nonparametric estimation of trend function for stochastic differential equations driven by a bifractional Brownian motion (Q2219834) (← links)
- Asymptotic behavior for bi-fractional regression models via Malliavin calculus (Q2258919) (← links)
- Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes (Q2274266) (← links)
- Bifractional Brownian motion for \(H>1\) and \(2HK\leq 1\) (Q2288782) (← links)
- Symmetric stochastic integrals with respect to a class of self-similar Gaussian processes (Q2312765) (← links)
- Recent developments on stochastic heat equation with additive fractional-colored noise (Q2347404) (← links)
- Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences (Q2417012) (← links)
- The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (Q2441133) (← links)
- The covariation for Banach space valued processes and applications (Q2441314) (← links)
- Sample path properties of bifractional Brownian motion (Q2469664) (← links)
- On the reproducing kernel Hilbert spaces associated with the fractional and bi-fractional Brownian motions (Q2475277) (← links)
- Wiener integrals, Malliavin calculus and covariance measure structure (Q2642075) (← links)
- Gaussian and non-Gaussian processes of zero power variation (Q2786487) (← links)
- On estimation of the extended Orey index for Gaussian processes (Q2803998) (← links)
- Sample paths of the solution to the fractional-colored stochastic heat equation (Q2951891) (← links)
- Bounds for expected maxima of Gaussian processes and their discrete approximations (Q2974854) (← links)
- (Q3303406) (← links)
- Smoothness for the collision local time of two multidimensional bifractional Brownian motions (Q4909744) (← links)
- On the Besov regularity of the bifractional Brownian motion (Q5029386) (← links)
- Bounds for the expected supremum of some non-stationary Gaussian processes (Q5056588) (← links)
