Pages that link to "Item:Q2574549"

The following pages link to An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter. (Q2574549):

Displaying 48 items.

• Numerical analysis for stochastic age-dependent population equations with fractional Brownian motion (Q430501) (← links)
• Collision local times of two independent fractional Brownian motions (Q537626) (← links)
• Skorohod integration and stochastic calculus beyond the fractional Brownian scale (Q556245) (← links)
• Intersection local times of independent fractional Brownian motions as generalized white noise functionals (Q618761) (← links)
• Backward SDEs driven by Gaussian processes (Q740188) (← links)
• Exact linearization of one dimensional Itô equations driven by fBm: Analytical and numerical solutions (Q841761) (← links)
• A white noise approach to stochastic integration with respect to the Rosenblatt process (Q907307) (← links)
• Stochastic calculus for convoluted Lévy processes (Q1002567) (← links)
• Fractional Fokker-Planck-Kolmogorov equations associated with SDEs on a bounded domain (Q1677979) (← links)
• Impact of correlated noises on additive dynamical systems (Q1718917) (← links)
• Lyapunov techniques for stochastic differential equations driven by fractional Brownian motion (Q1723782) (← links)
• Maximal inequalities for the iterated fractional integrals (Q1771439) (← links)
• Fractional diffusion maps (Q2036494) (← links)
• Large deviation principle for a mixed fractional and jump diffusion process (Q2101305) (← links)
• Itô's formula for Gaussian processes with stochastic discontinuities (Q2184825) (← links)
• The \(\mathcal S\)-transform of sub-fBm and an application to a class of linear subfractional BSDEs (Q2248470) (← links)
• The fractional and mixed-fractional CEV model (Q2315921) (← links)
• Almost sure and moment stability properties of fractional order Black-Scholes model (Q2347308) (← links)
• A generalised Itō formula for Lévy-driven Volterra processes (Q2347455) (← links)
• On the local times of fractional Ornstein-Uhlenbeck process (Q2433113) (← links)
• Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions (Q2434498) (← links)
• An extension of the divergence operator for Gaussian processes (Q2485837) (← links)
• On bifractional Brownian motion (Q2495385) (← links)
• Explicit solutions of a class of linear fractional BSDEs (Q2504564) (← links)
• Inequalities for the \(\mathbb L^p\) norms of integrals with respect to a fractional Brownian motion (Q2573993) (← links)
• Fractional noise destroys or induces a stochastic bifurcation (Q2787896) (← links)
• White noise-based stochastic calculus with respect to multifractional Brownian motion (Q2875258) (← links)
• Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
• Local times for multifractional Brownian motion in higher dimensions: A white noise approach (Q2956589) (← links)
• Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion (Q3082335) (← links)
• Self-intersection local times for multifractional Brownian motion in higher dimensions: A white noise approach (Q3298329) (← links)
• An Itô formula for a fractional Brownian sheet with arbitrary Hurst parameters (Q3419954) (← links)
• An Itô Formula of Generalized Functionals and Local Time for Fractional Brownian Sheet (Q3423722) (← links)
• FORWARD INTEGRALS AND AN ITÔ FORMULA FOR FRACTIONAL BROWNIAN MOTION (Q3519916) (← links)
• Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals (Q4569652) (← links)
• (Q4583455) (← links)
• Perpetual American options with fractional Brownian motion (Q4610216) (← links)
• THE RESTRICTION OF THE FRACTIONAL ITÔ INTEGRAL TO ADAPTED INTEGRANDS IS INJECTIVE (Q4662169) (← links)
• A New Approach to Stochastic Integration with Respect to Fractional Brownian Motion for No Adapted Processes (Q5033268) (← links)
• MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS (Q5416706) (← links)
• A quasilinear stochastic partial differential equation driven by fractional white noise (Q5443550) (← links)
• Stochastic Evolution Equations Driven by a Fractional White Noise (Q5478916) (← links)
• Stochastic calculus with respect to Gaussian processes (Q5915903) (← links)
• Mittag-Leffler analysis. II: Application to the fractional heat equation. (Q5965170) (← links)
• Stochastic analysis for vector-valued generalized grey Brownian motion (Q6040482) (← links)
• Stabilization of delayed neutral semi-Markovian jumping stochastic systems driven by fractional Brownian motions: \(H_\infty\) control approach (Q6136800) (← links)
• \(H_\infty\) sampled-data control for uncertain fuzzy systems under Markovian jump and fBm (Q6160609) (← links)
• General transfer formula for stochastic integral with respect to multifractional Brownian motion (Q6204809) (← links)