Pages that link to "Item:Q1007350"
From MaRDI portal
The following pages link to A decomposition of the bifractional Brownian motion and some applications (Q1007350):
Displayed 25 items.
- Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion (Q254476) (← links)
- Solving a stochastic heat equation driven by a bi-fractional noise (Q276352) (← links)
- Central limit theorem for a Stratonovich integral with Malliavin calculus (Q359692) (← links)
- Oscillatory fractional Brownian motion (Q385587) (← links)
- Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes (Q449231) (← links)
- Generalized covariation for Banach space valued processes, Itō formula and applications (Q470098) (← links)
- SPDE with generalized drift and fractional-type noise (Q520227) (← links)
- L-Kuramoto-Sivashinsky SPDEs vs. time-fractional SPIDEs: exact continuity and gradient moduli, 1/2-derivative criticality, and laws (Q526025) (← links)
- On the local time of sub-fractional Brownian motion (Q617051) (← links)
- Hausdorff measures of the image, graph and level set of bifractional Brownian motion (Q625925) (← links)
- On \(p\)-variation of bifractional Brownian motion (Q655757) (← links)
- Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\) (Q971938) (← links)
- Weak convergence towards two independent Gaussian processes from a unique Poisson process (Q972119) (← links)
- Forecasting of time data with using fractional Brownian motion (Q1693943) (← links)
- A change of variable formula with Itô correction term (Q1958460) (← links)
- Weighted power variation of integrals with respect to a Gaussian process (Q2348745) (← links)
- The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (Q2441133) (← links)
- Bifractional Brownian motion: existence and border cases (Q2786503) (← links)
- A Probabilistic Inequality Related to Negative Definite Functions (Q2840331) (← links)
- Covariance measure and stochastic heat equation with fractional noise (Q2939461) (← links)
- Sample paths of the solution to the fractional-colored stochastic heat equation (Q2951891) (← links)
- Bounds for expected maxima of Gaussian processes and their discrete approximations (Q2974854) (← links)
- On limit theorems of some extensions of fractional Brownian motion and their additive functionals (Q2977586) (← links)
- Smoothness for the collision local time of two multidimensional bifractional Brownian motions (Q4909744) (← links)
- The Lamperti Transforms of Self-Similar Gaussian Processes and Their Exponentials (Q5413855) (← links)