Gaussian Volterra processes with power-type kernels. I
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Publication:2172945
DOI10.15559/22-VMSTA205OpenAlexW4225665731MaRDI QIDQ2172945FDOQ2172945
Authors: S. V. Shklyar, Yuliya S. Mishura 
Publication date: 19 September 2022
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15559/22-vmsta205
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Cites Work
- Stochastic calculus for fractional Brownian motion and related processes.
- Title not available (Why is that?)
- Stochastic calculus with respect to Gaussian processes
- An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
- Stochastic analysis of Gaussian processes via Fredholm representation
- Necessary and sufficient conditions for Hölder continuity of Gaussian processes
- Stochastic analysis of mixed fractional Gaussian processes
Cited In (5)
- Gaussian Volterra processes: Asymptotic growth and statistical estimation
- Gaussian Volterra processes with power-type kernels. II
- On the Gaussian Volterra processes with power-type kernels
- Power variation for Gaussian processes with stationary increments
- Combinatorial approach to the calculation of projection coefficients for the simplest Gaussian-Volterra process
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