Pages that link to "Item:Q2490056"
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The following pages link to How rich is the class of multifractional Brownian motions? (Q2490056):
Displayed 33 items.
- Estimation of the linear fractional stable motion (Q98645) (← links)
- Hitting probabilities and fractal dimensions of multiparameter multifractional Brownian motion (Q383623) (← links)
- 2-microlocal analysis of martingales and stochastic integrals (Q429291) (← links)
- Some sample path properties of multifractional Brownian motion (Q492954) (← links)
- Local likelihood estimation for nonstationary random fields (Q631615) (← links)
- Integral representations and properties of operator fractional Brownian motions (Q637087) (← links)
- A note on approximation to multifractional Brownian motion (Q660009) (← links)
- Continuous Gaussian multifractional processes with random pointwise Hölder regularity (Q742104) (← links)
- A general framework for simulation of fractional fields (Q947149) (← links)
- Local times of multifractional Brownian sheets (Q1002554) (← links)
- Covariance function of vector self-similar processes (Q1038436) (← links)
- Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation (Q1744220) (← links)
- Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times (Q1944668) (← links)
- Regularity of multifractional moving average processes with random Hurst exponent (Q1979895) (← links)
- Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\) (Q2082686) (← links)
- Hurst function estimation (Q2196195) (← links)
- A weak limit theorem for generalized multifractional Brownian motion (Q2267612) (← links)
- Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes (Q2274279) (← links)
- A general class of multifractional processes and stock price informativeness (Q2313541) (← links)
- Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions (Q2434498) (← links)
- White noise-based stochastic calculus with respect to multifractional Brownian motion (Q2875258) (← links)
- Stochastic Volatility and Multifractional Brownian Motion (Q2914791) (← links)
- Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields (Q3448979) (← links)
- Dimension results of multifractional Brownian sheets (Q3529820) (← links)
- Behaviour of linear multifractional stable motion: membership of a critical Hölder space (Q4584666) (← links)
- (Q4999837) (← links)
- Estimation of the multifractional function and the stability index of linear multifractional stable processes (Q5110206) (← links)
- Multifractional Vector Brownian Motions, Their Decompositions, and Generalizations (Q5256273) (← links)
- MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS (Q5416706) (← links)
- Integrated Fractional white Noise as an Alternative to Multifractional Brownian Motion (Q5443739) (← links)
- PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION (Q5497011) (← links)
- An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion (Q5876563) (← links)
- Minimal model of diffusion with time changing Hurst exponent (Q6137656) (← links)