Pages that link to "Item:Q2808335"
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The following pages link to ON SPECTRAL SIMULATION OF FRACTIONAL BROWNIAN MOTION (Q2808335):
Displayed 23 items.
- A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation (Q281431) (← links)
- Out of sample forecasts of quadratic variation (Q299250) (← links)
- Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
- Hausdorff dimension of the record set of a fractional Brownian motion (Q1748576) (← links)
- Simulation of generalized fractional Brownian motion in \(C([0,T])\) (Q1990058) (← links)
- Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus (Q2105064) (← links)
- Optimal strong convergence of finite element methods for one-dimensional stochastic elliptic equations with fractional noise (Q2113639) (← links)
- A harmonically weighted filter for cyclical long memory processes (Q2125731) (← links)
- Bayesian inference for fractional oscillating Brownian motion (Q2135897) (← links)
- Experimental study of the influence of an irregular sample on the estimation of the Hurst parameter (Q2197373) (← links)
- Extreme-strike asymptotics for general Gaussian stochastic volatility models (Q2422124) (← links)
- Fractional Brownian heavy traffic approximations of multiclass feedforward queueing networks (Q2572909) (← links)
- Resemblance of the power-law scaling behavior of a non-Markovian and nonlinear point processes (Q2677477) (← links)
- Sensitivities<i>via</i>rough paths (Q2786491) (← links)
- Modeling and Computation of Bose-Einstein Condensates: Stationary States, Nucleation, Dynamics, Stochasticity (Q2808153) (← links)
- Approximation of random variables by functionals of the increments of a fractional Brownian motion (Q2923394) (← links)
- Simulation of a fractional Brownian motion in the space $L_p([0,T])$ (Q3120621) (← links)
- Approximation of the first passage time distribution for the birth–death processes (Q3303375) (← links)
- Estimation of the Hurst parameter in some fractional processes (Q4922651) (← links)
- ɛ-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations (Q5000646) (← links)
- Anomalous diffusion: fractional Brownian motion vs fractional Ito motion (Q5049708) (← links)
- Spectral design of anomalous diffusion (Q6095667) (← links)
- Mapping time series into signed networks via horizontal visibility graph (Q6140193) (← links)