Pages that link to "Item:Q2431515"
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The following pages link to An extension of the Lévy characterization to fractional Brownian motion (Q2431515):
Displayed 6 items.
- On integration by parts formula and characterization of fractional Ornstein-Uhlenbeck process (Q900945) (← links)
- Fractional martingales and characterization of the fractional Brownian motion (Q971945) (← links)
- Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\) (Q1014000) (← links)
- On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes (Q2258969) (← links)
- Large deviations of Shepp statistics for fractional Brownian motion (Q2435744) (← links)
- Optimal Sequential Change Detection for Fractional Diffusion-Type Processes (Q4918559) (← links)