On fractional Brownian processes
From MaRDI portal
Publication:1301761
DOI10.1023/A:1008630211913zbMath0944.60045MaRDI QIDQ1301761
Denis Feyel, Arnaud De La Pradelle
Publication date: 11 November 1999
Published in: Potential Analysis (Search for Journal in Brave)
fractional Brownian motion; fractional integrals; Liouville spaces; fractional Wiener integrals; Kolmogorov lemma
Related Items
Gradient-type noises I–partial and hybrid integrals, Some properties of the sub-fractional Brownian motion, Stochastic differential equations with fractal noise, Stochastic Evolution Equations Driven by a Fractional White Noise, Stochastic calculus with respect to Gaussian processes, Mild solutions for a class of fractional SPDEs and their sample paths, A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter, Functional differential equations driven by a fractional Brownian motion, Variational solutions for partial differential equations driven by a fractional noise, On fractional stable processes and sheets: white noise approach, A variation embedding theorem and applications, Nonsemimartingales: stochastic differential equations and weak Dirichlet processes, Fractal time series -- A tutorial review, Correlation inequalities and applications to vector-valued Gaussian random variables and fractional Brownian motion, Evolution equations driven by a fractional Brownian motion, On the two-parameter fractional Brownian motion and Stieltjes integrals for Hölder functions., Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\)., Les ondelettes à la conquête du drap brownien fractionnaire. (Wavelets conquering the fractional Brownian field), Abstract nonlinear filtering theory in the presence of fractional Brownian motion, Stochastic integration with respect to Gaussian processes., Filtered Brownian motions as weak limit of filtered Poisson processes, A frequency domain approach to some results on fractional Brownian motion, Tanaka formula for the fractional Brownian motion., Time reversal of Volterra processes driven stochastic differential equations, On the approximation of the solution of an anticipating stochastic differential equation, The 1-d stochastic wave equation driven by a fractional Brownian sheet, Equivalence of laws and null controllability for SPDEs driven by a fractional Brownian motion, Some parabolic PDEs whose drift is an irregular random noise in space, Functional limit theorems for generalized quadratic variations of Gaussian processes, Anisotropic fractional Brownian random fields as white noise functionals, \(n\)-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes., Approximating some Volterra type stochastic integrals with applications to parameter estimation., Weak approximation of a fractional SDE, Stochastic evolution equations driven by Liouville fractional Brownian motion, Representation Formulae for the Fractional Brownian Motion, Mixed Brownian–fractional Brownian model: absence of arbitrage and related topics