Pages that link to "Item:Q730735"
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The following pages link to Inner product spaces of integrands associated to subfractional Brownian motion (Q730735):
Displaying 21 items.
- Stochastic integration for tempered fractional Brownian motion (Q402481) (← links)
- Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion (Q410231) (← links)
- Stochastic integration with respect to the sub-fractional Brownian motion with (Q419214) (← links)
- On the convergence to the multiple subfractional Wiener-Itō integral (Q457622) (← links)
- Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion (Q459482) (← links)
- Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion (Q615932) (← links)
- On the local time of sub-fractional Brownian motion (Q617051) (← links)
- Remarks on an integral functional driven by sub-fractional Brownian motion (Q634857) (← links)
- Stochastic delay evolution equations driven by sub-fractional Brownian motion (Q738498) (← links)
- Weak convergence towards two independent Gaussian processes from a unique Poisson process (Q972119) (← links)
- Parametric estimation in the Vasicek-type model driven by sub-fractional Brownian motion (Q1712059) (← links)
- The structure of autocovariance matrix of discrete time subfractional Brownian motion (Q1720744) (← links)
- Nonparametric regression with subfractional Brownian motion via Malliavin calculus (Q1724626) (← links)
- On the self-intersection local time of subfractional Brownian motion (Q1938192) (← links)
- Support of the Brown measure of the product of a free unitary Brownian motion by a free self-adjoint projection (Q2067062) (← links)
- The \(\mathcal S\)-transform of sub-fBm and an application to a class of linear subfractional BSDEs (Q2248470) (← links)
- On the collision local time of sub-fractional Brownian motions (Q2267606) (← links)
- Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus (Q4976209) (← links)
- Stochastic Integral for Non-Adapted Processes Related to Sub-Fractional Brownian Motion when $H>1/2$ (Q5164680) (← links)
- Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation (Q5875190) (← links)
- An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion (Q6171132) (← links)