Stochastic integration with respect to the sub-fractional Brownian motion with
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Cites work
- scientific article; zbMATH DE number 438987 (Why is no real title available?)
- scientific article; zbMATH DE number 3416765 (Why is no real title available?)
- A series expansion of fractional Brownian motion
- An inequality of the Hölder type, connected with Stieltjes integration
- Fractional Brownian density process and its self-intersection local time of order k
- Inner product spaces of integrands associated to subfractional Brownian motion
- Integral transformations and anticipative calculus for fractional Brownian motions
- Itô's formula for a sub-fractional Brownian motion
- Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence
- On the Wiener integral with respect to a sub-fractional Brownian motion on an interval
- On the collision local time of sub-fractional Brownian motions
- Remarks on an integral functional driven by sub-fractional Brownian motion
- Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion
- Remarks on sub-fractional Bessel processes
- Some aspects of stochastic calculus for the sub-fractional Brownian motion
- Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems
- Some properties of the sub-fractional Brownian motion
- Stochastic Calculus for Fractional Brownian Motion and Applications
- Stochastic calculus for fractional Brownian motion and related processes.
- Stochastic calculus with anticipating integrands
- Stochastic calculus with respect to Gaussian processes
- Stochastic integral
- Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter \(H \in (0,\frac {1}{2})\)
- Sub-fractional Brownian motion and its relation to occupation times
- Tanaka formula for the fractional Brownian motion.
- The Malliavin Calculus and Related Topics
Cited in
(29)- Impulsive fractional stochastic differential inclusions driven by sub-fractional Brownian motion with infinite delay and sectorial operators
- Stochastic integral for non-adapted processes related to sub-fractional Brownian motion when \(H>\frac{1}{2}\)
- Stochastic integration with respect to fractional Brownian motion
- Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus
- Impulsive stochastic differential equations involving Hilfer fractional derivatives
- Least squares estimator for -sub-fractional bridges
- Stochastic integrals driven by fractional Brownian motion and arbitrage: a tale of two integrals
- Remarks on an integral functional driven by sub-fractional Brownian motion
- scientific article; zbMATH DE number 1944312 (Why is no real title available?)
- Estimators for the Drift of Subfractional Brownian Motion
- Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions
- The law of a stochastic integral with respect to subfractional Brownian motions
- Itô's formula for a sub-fractional Brownian motion
- The \(\mathcal S\)-transform of sub-fBm and an application to a class of linear subfractional BSDEs
- An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion
- Some aspects of stochastic calculus for the sub-fractional Brownian motion
- Stochastic delay evolution equations driven by sub-fractional Brownian motion
- The stochastic integral with respect to the sub-fractional Brownian motion with \(H > \frac12\)
- Intégrale stochastique pour le mouvement brownien fractionnaire
- Occupation densities for certain processes related to subfractional Brownian motion
- On the Wiener integral with respect to a sub-fractional Brownian motion on an interval
- On the convergence to the multiple subfractional Wiener-Itō integral
- A universal envelope for Gaussian processes and their kernels
- An approximation of subfractional Brownian motion
- Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation
- Spectral theory for Gaussian processes: reproducing kernels, boundaries, and \(\mathrm{L}^{2}\)-wavelet generators with fractional scales
- Stochastic integration with respect to the fractional Brownian motion
- Remarks on sub-fractional Brownian motion
- The structure of autocovariance matrix of discrete time subfractional Brownian motion
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