Inner product spaces of integrands associated to subfractional Brownian motion

DOI10.1016/J.SPL.2008.01.087zbMATH Open1283.60082OpenAlexW1981086634MaRDI QIDQ730735FDOQ730735

Publication date: 30 September 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.087

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Cites Work

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Integration questions related to fractional Brownian motion
Sub-fractional Brownian motion and its relation to occupation times
Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence
On the Wiener integral with respect to the fractional Brownian motion on an interval
Some properties of the sub-fractional Brownian motion
Fractional Brownian density process and its self-intersection local time of order $k$
The Wiener integral with respect to second order processes with stationary increments
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Cited In (28)

On the Wiener integral with respect to the fractional Brownian motion on an interval
Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus
Nonparametric regression with subfractional Brownian motion via Malliavin calculus
Weak convergence towards two independent Gaussian processes from a unique Poisson process
Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion
On the self-intersection local time of subfractional Brownian motion
Stochastic integration with respect to the sub-fractional Brownian motion with
The Wiener integral with respect to second order processes with stationary increments
Remarks on an integral functional driven by sub-fractional Brownian motion
Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion
The $\mathcal S$-transform of sub-fBm and an application to a class of linear subfractional BSDEs
Stochastic integration for tempered fractional Brownian motion
An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion
Stochastic delay evolution equations driven by sub-fractional Brownian motion
Integration questions related to fractional Brownian motion
On the local time of sub-fractional Brownian motion
On the collision local time of sub-fractional Brownian motions
On the Wiener integral with respect to a sub-fractional Brownian motion on an interval
Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
On the Wiener integral with respect to the fractional Brownian motion
Stochastic Integral for Non-Adapted Processes Related to Sub-Fractional Brownian Motion when $H>1/2$
Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion
On the convergence to the multiple subfractional Wiener-Itō integral
Support of the Brown measure of the product of a free unitary Brownian motion by a free self-adjoint projection
Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation
Products of constant curvature spaces with a Brownian independence property
Parametric estimation in the Vasicek-type model driven by sub-fractional Brownian motion
The structure of autocovariance matrix of discrete time subfractional Brownian motion

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