Pages that link to "Item:Q2875258"
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The following pages link to White noise-based stochastic calculus with respect to multifractional Brownian motion (Q2875258):
Displayed 15 items.
- On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion (Q404600) (← links)
- The density of solutions to multifractional stochastic Volterra integro-differential equations (Q898364) (← links)
- Itô's formula for Gaussian processes with stochastic discontinuities (Q2184825) (← links)
- Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions (Q2434498) (← links)
- Partial functional quantization and generalized bridges (Q2448710) (← links)
- Local times for multifractional Brownian motion in higher dimensions: A white noise approach (Q2956589) (← links)
- Self-intersection local times for multifractional Brownian motion in higher dimensions: A white noise approach (Q3298329) (← links)
- Self-exciting multifractional processes (Q4964779) (← links)
- A New Approach to Stochastic Integration with Respect to Fractional Brownian Motion for No Adapted Processes (Q5033268) (← links)
- Girsanov theorem for multifractional Brownian processes (Q5056592) (← links)
- Differential equations driven by variable order Hölder noise and the regularizing effect of delay (Q5086475) (← links)
- An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion (Q5876563) (← links)
- Stochastic calculus with respect to Gaussian processes (Q5915903) (← links)
- Mittag-Leffler analysis. II: Application to the fractional heat equation. (Q5965170) (← links)
- Multifractional Hermite processes: definition and first properties (Q6056578) (← links)