Some aspects of stochastic calculus for the sub-fractional Brownian motion

Recommendations

Cited in

(23)

Fractional processes and their statistical inference: an overview
scientific article; zbMATH DE number 5635003 (Why is no real title available?)
Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion
On the convergence to the multiple subfractional Wiener-Itō integral
Stochastic integration with respect to the sub-fractional Brownian motion with
A law of iterated logarithm for the subfractional Brownian motion and an application
Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion
The \(\mathcal S\)-transform of sub-fBm and an application to a class of linear subfractional BSDEs
Stochastic delay evolution equations driven by sub-fractional Brownian motion
Stochastic integral for non-adapted processes related to sub-fractional Brownian motion when \(H>\frac{1}{2}\)
Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion
Large deviations for subordinated fractional Brownian motion and applications
The structure of autocovariance matrix of discrete time subfractional Brownian motion
Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation
Burkholder's submartingales from a stochastic calculus perspective
Parametric estimation in the Vasicek-type model driven by sub-fractional Brownian motion
Nonparametric estimation of linear multiplier for processes driven by subfractional Brownian motion
Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion
Maximum likelihood estimation for sub-fractional Vasicek model
Least squares estimator for \(\alpha\)-sub-fractional bridges
Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion
On the self-intersection local time of subfractional Brownian motion
Some properties of the sub-fractional Brownian motion

This page was built for publication: Some aspects of stochastic calculus for the sub-fractional Brownian motion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3629282)