Pages that link to "Item:Q1431525"
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The following pages link to An \(S\)-transform approach to integration with respect to a fractional Brownian motion (Q1431525):
Displayed 23 items.
- Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus (Q453268) (← links)
- Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise (Q501514) (← links)
- Limit theorems for nonlinear functionals of Volterra processes via white noise analysis (Q627302) (← links)
- Backward SDEs driven by Gaussian processes (Q740188) (← links)
- Stochastic integral convergence: a white noise calculus approach (Q887252) (← links)
- Stochastic calculus for convoluted Lévy processes (Q1002567) (← links)
- A spectral collocation method based on fractional Pell functions for solving time-fractional Black-Scholes option pricing model (Q2111299) (← links)
- A stochastic calculus for Rosenblatt processes (Q2145804) (← links)
- Itô's formula for Gaussian processes with stochastic discontinuities (Q2184825) (← links)
- The \(\mathcal S\)-transform of sub-fBm and an application to a class of linear subfractional BSDEs (Q2248470) (← links)
- A generalised Itō formula for Lévy-driven Volterra processes (Q2347455) (← links)
- Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions (Q2434498) (← links)
- Explicit solutions of a class of linear fractional BSDEs (Q2504564) (← links)
- Fractional Lévy processes with an application to long memory moving average processes (Q2642806) (← links)
- White noise-based stochastic calculus with respect to multifractional Brownian motion (Q2875258) (← links)
- Self-intersection local times for multifractional Brownian motion in higher dimensions: A white noise approach (Q3298329) (← links)
- Modelling and simulation of transient noise in circuit simulation (Q3592331) (← links)
- Stochastic integrals driven by fractional Brownian motion and arbitrage: a tale of two integrals (Q3645196) (← links)
- THE RESTRICTION OF THE FRACTIONAL ITÔ INTEGRAL TO ADAPTED INTEGRANDS IS INJECTIVE (Q4662169) (← links)
- MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS (Q5416706) (← links)
- Translated Brownian Motions and Associated Wick Products (Q5484529) (← links)
- Stochastic calculus with respect to Gaussian processes (Q5915903) (← links)
- General transfer formula for stochastic integral with respect to multifractional Brownian motion (Q6204809) (← links)