Pages that link to "Item:Q1007350"

The following pages link to A decomposition of the bifractional Brownian motion and some applications (Q1007350):

Displaying 50 items.

• Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion (Q254476) (← links)
• Solving a stochastic heat equation driven by a bi-fractional noise (Q276352) (← links)
• Central limit theorem for a Stratonovich integral with Malliavin calculus (Q359692) (← links)
• Oscillatory fractional Brownian motion (Q385587) (← links)
• Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes (Q449231) (← links)
• Generalized covariation for Banach space valued processes, Itō formula and applications (Q470098) (← links)
• SPDE with generalized drift and fractional-type noise (Q520227) (← links)
• L-Kuramoto-Sivashinsky SPDEs vs. time-fractional SPIDEs: exact continuity and gradient moduli, 1/2-derivative criticality, and laws (Q526025) (← links)
• On the local time of sub-fractional Brownian motion (Q617051) (← links)
• Hausdorff measures of the image, graph and level set of bifractional Brownian motion (Q625925) (← links)
• On \(p\)-variation of bifractional Brownian motion (Q655757) (← links)
• Stable processes with stationary increments parameterized by metric spaces (Q785420) (← links)
• Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\) (Q971938) (← links)
• Weak convergence towards two independent Gaussian processes from a unique Poisson process (Q972119) (← links)
• Forecasting of time data with using fractional Brownian motion (Q1693943) (← links)
• From random partitions to fractional Brownian sheets (Q1740530) (← links)
• A change of variable formula with Itô correction term (Q1958460) (← links)
• From infinite urn schemes to self-similar stable processes (Q1986033) (← links)
• On a covariance structure of some subset of self-similar Gaussian processes (Q2000134) (← links)
• Volatility estimation of general Gaussian Ornstein-Uhlenbeck process (Q2006737) (← links)
• A Gladyshev theorem for trifractional Brownian motion and \(n\)-th order fractional Brownian motion (Q2064839) (← links)
• Quadratic covariations for the solution to a stochastic heat equation with space-time white noise (Q2078450) (← links)
• Lower functions and Chung's LILs of the generalized fractional Brownian motion (Q2147811) (← links)
• Estimation of the drift parameter for the fractional stochastic heat equation via power variation (Q2178923) (← links)
• Continuous Breuer-Major theorem: tightness and nonstationarity (Q2184814) (← links)
• The Osgood condition for stochastic partial differential equations (Q2214248) (← links)
• Decompositions of stochastic convolution driven by a white-fractional Gaussian noise (Q2239347) (← links)
• Bifractional Brownian motion for \(H>1\) and \(2HK\leq 1\) (Q2288782) (← links)
• Symmetric stochastic integrals with respect to a class of self-similar Gaussian processes (Q2312765) (← links)
• Weighted power variation of integrals with respect to a Gaussian process (Q2348745) (← links)
• The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (Q2441133) (← links)
• Bifractional Brownian motion: existence and border cases (Q2786503) (← links)
• A Probabilistic Inequality Related to Negative Definite Functions (Q2840331) (← links)
• Covariance measure and stochastic heat equation with fractional noise (Q2939461) (← links)
• Sample paths of the solution to the fractional-colored stochastic heat equation (Q2951891) (← links)
• Bounds for expected maxima of Gaussian processes and their discrete approximations (Q2974854) (← links)
• On limit theorems of some extensions of fractional Brownian motion and their additive functionals (Q2977586) (← links)
• Decomposition and Limit Theorems for a Class of Self-Similar Gaussian Processes (Q3119735) (← links)
• (Q3303406) (← links)
• Smoothness for the collision local time of two multidimensional bifractional Brownian motions (Q4909744) (← links)
• Pickands-Piterbarg constants for self-similar Gaussian processes (Q4999838) (← links)
• On the Besov regularity of the bifractional Brownian motion (Q5029386) (← links)
• Bounds for the expected supremum of some non-stationary Gaussian processes (Q5056588) (← links)
• Approximation to two independent Gaussian processes from a unique Lévy process and applications (Q5078018) (← links)
• Continuity in law of some additive functionals of bifractional Brownian motion (Q5086438) (← links)
• Large deviations for functionals of some self-similar Gaussian processes (Q5086630) (← links)
• On the distribution and q-variation of the solution to the heat equation with fractional Laplacian (Q5109847) (← links)
• The Lamperti Transforms of Self-Similar Gaussian Processes and Their Exponentials (Q5413855) (← links)
• Well‐posedness of stochastic heat equation with distributional drift and skew stochastic heat equation (Q6196283) (← links)
• Temporal properties of the stochastic fractional heat equation with spatially-colored noise (Q6545142) (← links)