Sur une intégrale pour les processus à -variation bornée. (On an integral for processes with bounded -variation)
From MaRDI portal
Publication:1263166
DOI10.1214/AOP/1176991171zbMATH Open0687.60054OpenAlexW2065889687MaRDI QIDQ1263166FDOQ1263166
Publication date: 1989
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991171
Recommendations
- Une extension d'une inégalité de burkholder, davis, gundy pour les processus à α-variation bornée et applications
- Rough path properties for local time of symmetric \(\alpha\) stable process
- scientific article; zbMATH DE number 3998920
- Two-parameter \(p,q\)-variation paths and integrations of local times
- scientific article
Cited In (21)
- Approximation of stochastic \(\alpha\)-integrals in the generalized random processes algebra
- Numerical method for solving linear stochasticIto--Volterra integral equations driven by fractional Brownian motion using hat functions
- Numerical solution based on hat functions for solving nonlinear stochastic Itô Volterra integral equations driven by fractional Brownian motion
- Excursions of a \(BES_ o(d)\) and its drift term \((0<d<1)\)
- Numerical implementation of stochastic operational matrix driven by a fractional Brownian motion for solving a stochastic differential equation
- Double dimers, conformal loop ensembles and isomonodromic deformations
- Gaussian and non-Gaussian processes of zero power variation
- A weak version of path-dependent functional Itô calculus
- On the fractional stochastic integration for random non-smooth integrands
- The long time behavior of the fractional Ornstein-Uhlenbeck process with linear self-repelling drift
- Abstract nonlinear filtering theory in the presence of fractional Brownian motion
- Stieltjes integration and stochastic calculus with respect to self-affine functions
- Probabilistic Models of Vortex Filaments
- The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications
- Une extension d'une inégalité de burkholder, davis, gundy pour les processus à α-variation bornée et applications
- A Dirichlet process characterization of a class of reflected diffusions
- Generalized integration and stochastic ODEs
- Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion
- Parametric estimation in the Vasicek-type model driven by sub-fractional Brownian motion
- On a ogawa–type integral with application to the fractional brownian motion
- On the convergence of Dirichlet processes
This page was built for publication: Sur une intégrale pour les processus à \(\alpha\)-variation bornée. (On an integral for processes with bounded \(\alpha\)-variation)
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1263166)