Pages that link to "Item:Q1019090"

The following pages link to Stochastic calculus for fractional Brownian motion with Hurst exponent \(H>\frac 1 4 \): A rough path method by analytic extension (Q1019090):

Displayed 18 items.

• Fractional Brownian motion with Hurst index \({H = 0}\) and the Gaussian unitary ensemble (Q317494) ‎ (← links)
• On fractional Brownian motion and wavelets (Q371626) ‎ (← links)
• A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion (Q424708) ‎ (← links)
• Non-linear rough heat equations (Q438965) ‎ (← links)
• A construction of the rough path above fractional Brownian motion using Volterra's representation (Q533747) ‎ (← links)
• The rough path associated to the multidimensional analytic fBm with any Hurst parameter (Q545670) ‎ (← links)
• Rough Volterra equations. II: Convolutional generalized integrals (Q555028) ‎ (← links)
• From constructive field theory to fractional stochastic calculus. I: An introduction: Rough path theory and perturbative heuristics (Q639266) ‎ (← links)
• Parameter estimation for rough differential equations (Q651024) ‎ (← links)
• From constructive field theory to fractional stochastic calculus. II: Constructive proof of convergence for the Lévy area of fractional Brownian motion with Hurst index \(\alpha \in \left(\frac{1}{8},\frac{1}{4}\right)\) (Q664318) ‎ (← links)
• A rough path over multidimensional fractional Brownian motion with arbitrary Hurst index by Fourier normal ordering (Q983171) ‎ (← links)
• Hölder-continuous rough paths by Fourier normal ordering (Q985710) ‎ (← links)
• A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4 (Q1017711) ‎ (← links)
• Controllability of nonlinear impulsive stochastic evolution systems driven by fractional Brownian motion (Q1665100) ‎ (← links)
• Persistence of Gaussian processes: non-summable correlations (Q1682497) ‎ (← links)
• Exact null controllability of Sobolev-type Hilfer fractional stochastic differential equations with fractional Brownian motion and Poisson jumps (Q1734062) ‎ (← links)
• Discretizing the fractional Lévy area (Q2267547) ‎ (← links)
• A renormalized rough path over fractional Brownian motion (Q2376332) ‎ (← links)