Pages that link to "Item:Q5421591"
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The following pages link to Some properties of the sub-fractional Brownian motion (Q5421591):
Displayed 48 items.
- Oscillatory fractional Brownian motion (Q385587) (← 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)
- Particle picture interpretation of some Gaussian processes related to fractional Brownian motion (Q424526) (← 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)
- Generalized fractional Brownian motion (Q522549) (← 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)
- Inner product spaces of integrands associated to subfractional Brownian motion (Q730735) (← links)
- Stochastic delay evolution equations driven by sub-fractional Brownian motion (Q738498) (← links)
- Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion (Q778250) (← links)
- A law of iterated logarithm for the subfractional Brownian motion and an application (Q824542) (← links)
- From intersection local time to the Rosenblatt process (Q895915) (← links)
- On the sub-mixed fractional Brownian motion (Q902400) (← links)
- Weak convergence towards two independent Gaussian processes from a unique Poisson process (Q972119) (← links)
- Arbitrage with fractional Gaussian processes (Q1620481) (← links)
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
- Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion (Q1684055) (← 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)
- Least squares estimator for \(\alpha\)-sub-fractional bridges (Q1785806) (← links)
- On the self-intersection local time of subfractional Brownian motion (Q1938192) (← links)
- On a covariance structure of some subset of self-similar Gaussian processes (Q2000134) (← links)
- Stochastic partial functional integrodifferential equations driven by a sub-fractional Brownian motion, existence and asymptotic behavior (Q2003525) (← links)
- Maximum likelihood estimation for sub-fractional Vasicek model (Q2066932) (← links)
- The sub-fractional CEV model (Q2068536) (← links)
- Pricing geometric Asian power options in the sub-fractional Brownian motion environment (Q2131688) (← links)
- Lower functions and Chung's LILs of the generalized fractional Brownian motion (Q2147811) (← links)
- A limit law for functionals of multiple independent fractional Brownian motions (Q2153377) (← 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)
- Chung's law of the iterated logarithm for subfractional Brownian motion (Q2403997) (← links)
- Power variation of multiple fractional integrals (Q2454693) (← links)
- On the Wiener integral with respect to a sub-fractional Brownian motion on an interval (Q2518313) (← links)
- The Lower Classes of the Sub-Fractional Brownian Motion (Q2914789) (← links)
- (Q3303406) (← links)
- Singularity among selfsimilar Gaussian random fields with different scaling parameters and others (Q4634148) (← links)
- Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion (Q4685690) (← links)
- Maximum likelihood estimation for Gaussian process with nonlinear drift (Q4968181) (← links)
- Approximation to two independent Gaussian processes from a unique Lévy process and applications (Q5078018) (← links)
- Statistical inference for Vasicek-type model driven by self-similar Gaussian processes (Q5085589) (← links)
- Impulsive fractional stochastic differential inclusions driven by sub-Fractional Brownian motion with infinite delay and sectorial operators (Q5164677) (← links)
- Nonparametric estimation of linear multiplier for processes driven by subfractional Brownian motion (Q5231189) (← links)
- Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation (Q5875190) (← links)
- Impulsive stochastic differential equations involving Hilfer fractional derivatives (Q5877153) (← links)