scientific article; zbMATH DE number 3446146
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Publication:4771928
zbMATH Open0284.60035MaRDI QIDQ4771928FDOQ4771928
Authors: Steven Orey 
Publication date: 1972
Title of this publication is not available (Why is that?)
Cited In (14)
- Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion
- Global and non-global solutions of a fractional reaction-diffusion equation perturbed by a fractional noise
- Wavelet-based simulation of fractional Brownian motion revisited
- Existence of global and explosive mild solutions of fractional reaction-diffusion system of semilinear SPDEs with fractional noise
- A stochastic parabolic model of MEMS driven by fractional Brownian motion
- Tail behavior and almost sure growth rate of superpositions of Ornstein-Uhlenbeck-type processes
- A stochastic programming and simulation based analysis of the structure of production on the arable land
- Title not available (Why is that?)
- Sojourn time dimensions of fractional Brownian motion
- Notes on the two-dimensional fractional Brownian motion
- Long-time Hurst regularity of fractional stochastic differential equations and their ergodic means
- On the size of the increments of nonstationary Gaussian processes
- Stochastic ordering for hitting times of fractional Brownian motions
- How big are the lag increments of a Gaussian process?
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