Pages that link to "Item:Q1288464"

The following pages link to Stochastic analysis of the fractional Brownian motion (Q1288464):

Displaying 50 items.

• Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions (Q272962) (← links)
• Solving a stochastic heat equation driven by a bi-fractional noise (Q276352) (← links)
• The fractional derivative for fractional Brownian local time with Hurst index large than 1/2 (Q284812) (← links)
• Fractional Brownian sheet and martingale difference random fields (Q308179) (← links)
• Asymptotic behavior of the solution of the fractional heat equation (Q310626) (← links)
• Generalized backward stochastic variational inequalities driven by a fractional Brownian motion (Q318984) (← links)
• Solutions to BSDEs driven by both standard and fractional Brownian motions (Q350757) (← links)
• Harnack inequality and derivative formula for SDE driven by fractional Brownian motion (Q362535) (← links)
• On Stratonovich and Skorohod stochastic calculus for Gaussian processes (Q373592) (← links)
• Invariance principles in Besov spaces, Gaussian processes and long-range dependence (Q384773) (← links)
• Sparsified randomization algorithms for low rank approximations and applications to integral equations and inhomogeneous random field simulation (Q413911) (← links)
• Mild solutions for a class of fractional SPDEs and their sample paths (Q423348) (← links)
• An approximation to the Rosenblatt process using martingale differences (Q434711) (← links)
• Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach (Q437400) (← links)
• On the \(\frac{1}{H}\)-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter \(H < \frac{1}{2}\) (Q491179) (← links)
• Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness (Q502544) (← links)
• Anticipative backward stochastic differential equations driven by fractional Brownian motion (Q504474) (← links)
• Stochastic evolution equations with Volterra noise (Q511134) (← links)
• A general non-existence result for linear BSDEs driven by Gaussian processes (Q516011) (← links)
• Random attractors for stochastic discrete Klein-Gordon-Schrödinger equations driven by fractional Brownian motions (Q524101) (← links)
• Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions (Q544488) (← links)
• Probability calculus of fractional order and fractional Taylor's series application to Fokker-Planck equation and information of non-random functions (Q600609) (← links)
• From Lagrangian mechanics fractal in space to space fractal Schrödinger's equation via fractional Taylor's series (Q602483) (← links)
• Stochastic differential equations driven by fractional Brownian motions (Q605027) (← links)
• The stochastic wave equation with fractional noise: a random field approach (Q608222) (← links)
• Fractional multiple birth-death processes with birth probabilities \(\lambda _i(\Delta t)^\alpha +o((\Delta t)^\alpha)\) (Q621931) (← links)
• Limit theorems for nonlinear functionals of Volterra processes via white noise analysis (Q627302) (← links)
• Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation (Q646181) (← links)
• Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation (Q705317) (← links)
• Fractional stochastic differential equations with applications to finance (Q713467) (← links)
• A singular stochastic differential equation driven by fractional Brownian motion (Q730713) (← links)
• Estimation in models driven by fractional Brownian motion (Q731662) (← links)
• Backward SDEs driven by Gaussian processes (Q740188) (← links)
• The uniqueness of signature problem in the non-Markov setting (Q744979) (← links)
• Sample paths estimates for stochastic fast-slow systems driven by fractional Brownian motion (Q781802) (← links)
• Merton's model of optimal portfolio in a Black-Scholes market driven by a fractional Brownian motion with short-range dependence (Q817295) (← links)
• Variational solutions for partial differential equations driven by a fractional noise (Q820065) (← links)
• Viability for differential equations driven by fractional Brownian motion (Q833296) (← links)
• Fractional integral equations and state space transforms (Q850753) (← links)
• Kolmogorov equation and large-time behaviour for fractional Brownian motion driven linear SDE's. (Q851662) (← links)
• Fractional smoothness for the generalized local time of the indefinite Skorokhod integral (Q852612) (← links)
• Transformation formulas for fractional Brownian motion (Q855681) (← links)
• Fractional Brownian motion and martingale-differences (Q868264) (← links)
• Limits for weighted \(p\)-variations and likewise functionals of fractional diffusions with drift (Q869098) (← links)
• Fractional Hamilton-Jacobi equation for the optimal control of nonrandom fractional dynamics with fractional cost function (Q874339) (← links)
• On the Wiener integral with respect to the fractional Brownian motion on an interval (Q879050) (← links)
• Quasi-sure \(p\)-variation of fractional Brownian motion (Q886328) (← links)
• Ergodicity of a generalized Jacobi equation and applications (Q898399) (← links)
• Logarithmic Sobolev inequalities for fractional diffusion (Q900551) (← links)
• On integration by parts formula and characterization of fractional Ornstein-Uhlenbeck process (Q900945) (← links)