Pages that link to "Item:Q5950098"

The following pages link to Stochastic Stratonovich calculus fBm for fractional Brownian motion with Hurst parameter less than \(1/2\) (Q5950098):

Displayed 9 items.

• On the regularity of stochastic currents, fractional Brownian motion and applications to a turbulence model (Q838327) ‎ (← links)
• Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\). (Q1433879) ‎ (← links)
• Stochastic integration with respect to Gaussian processes. (Q1608703) ‎ (← links)
• Differentiation formula in Stratonovich version for fractional Brownian sheet (Q2272032) ‎ (← links)
• Stochastic calculus with respect to fractional Brownian motion (Q2458944) ‎ (← links)
• An extension of the divergence operator for Gaussian processes (Q2485837) ‎ (← links)
• On bifractional Brownian motion (Q2495385) ‎ (← links)
• Wiener integrals, Malliavin calculus and covariance measure structure (Q2642075) ‎ (← links)
• Weak approximation of a fractional SDE (Q2654159) ‎ (← links)