Pages that link to "Item:Q3086791"

The following pages link to Representation Formulae for the Fractional Brownian Motion (Q3086791):

Displaying 21 items.

• Kriging for Hilbert-space valued random fields: the operatorial point of view (Q268732) (← links)
• Asymptotic equivalence for regression under fractional noise (Q482907) (← links)
• Some sample path properties of multifractional Brownian motion (Q492954) (← links)
• Noiseless regularisation by noise (Q832452) (← links)
• Fractional Wishart processes and \(\varepsilon\)-fractional Wishart processes with applications (Q1999688) (← links)
• Time-inhomogeneous Gaussian stochastic volatility models: large deviations and super roughness (Q2048130) (← links)
• Slow-fast systems with fractional environment and dynamics (Q2090612) (← links)
• Gaussian stochastic volatility models: scaling regimes, large deviations, and moment explosions (Q2175333) (← links)
• Representation of self-similar Gaussian processes (Q2344872) (← links)
• Asset prices with investor protection and past information (Q2691284) (← links)
• Simulation of a fractional Brownian motion in the space $L_p([0,T])$ (Q3120621) (← links)
• Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models (Q4553805) (← links)
• An optimal regularity result on the quasi-invariant Gaussian measures for the cubic fourth order nonlinear Schrödinger equation (Q4559777) (← links)
• Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model (Q5139245) (← links)
• Bayesian inverse problems with heterogeneous variance (Q6049784) (← links)
• Distribution dependent SDEs driven by additive fractional Brownian motion (Q6085092) (← links)
• Wiener Spiral for Volatility Modeling (Q6090352) (← links)
• Perturbations of singular fractional SDEs (Q6098996) (← links)
• Regularisation by fractional noise for one-dimensional differential equations with distributional drift (Q6136843) (← links)
• Minimal model of diffusion with time changing Hurst exponent (Q6137656) (← links)
• Clustering of large deviations in moving average processes: the long memory regime (Q6171667) (← links)