Pages that link to "Item:Q4678743"

The following pages link to Weighted Local Time for Fractional Brownian Motion and Applications to Finance (Q4678743):

Displaying 11 items.

• The fractional derivative for fractional Brownian local time with Hurst index large than 1/2 (Q284812) (← links)
• The quadratic variation for mixed-fractional Brownian motion (Q347449) (← links)
• Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion (Q457621) (← links)
• \(p\)-variation of an integral functional driven by fractional Brownian motion (Q930091) (← links)
• Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\) (Q1014000) (← links)
• Covariance of stochastic integrals with respect to fractional Brownian motion (Q1747791) (← links)
• Stochastic quantization and ergodic theorem for density of diffusions (Q1934419) (← links)
• An integral functional driven by fractional Brownian motion (Q2000147) (← links)
• On the local times of fractional Ornstein-Uhlenbeck process (Q2433113) (← links)
• The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2 (Q2937045) (← links)
• Large deviations for high minima of Gaussian processes with nonnegatively correlated increments (Q6152259) (← links)