The following pages link to On fractional Brownian processes (Q1301761):
Displaying 50 items.
- Impulsive neutral stochastic functional integro-differential equations with infinite delay driven by fBm (Q297700) (← links)
- Mild solutions for a class of fractional SPDEs and their sample paths (Q423348) (← links)
- An approximate approach to fractional stochastic integration and its applications (Q467887) (← links)
- A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter (Q552993) (← links)
- Functional differential equations driven by a fractional Brownian motion (Q651554) (← links)
- Stein's method for rough paths (Q778786) (← links)
- Variational solutions for partial differential equations driven by a fractional noise (Q820065) (← links)
- On fractional stable processes and sheets: white noise approach (Q854079) (← links)
- A variation embedding theorem and applications (Q860769) (← links)
- Nonsemimartingales: stochastic differential equations and weak Dirichlet processes (Q879256) (← links)
- Non-densely defined impulsive neutral stochastic functional differential equations driven by fBm in Hilbert space with infinite delay (Q893331) (← links)
- Fractal time series -- A tutorial review (Q966330) (← links)
- Correlation inequalities and applications to vector-valued Gaussian random variables and fractional Brownian motion (Q1016103) (← links)
- Evolution equations driven by a fractional Brownian motion (Q1403848) (← links)
- On the two-parameter fractional Brownian motion and Stieltjes integrals for Hölder functions. (Q1414233) (← links)
- Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\). (Q1433879) (← links)
- Les ondelettes à la conquête du drap brownien fractionnaire. (Wavelets conquering the fractional Brownian field) (Q1565932) (← links)
- Abstract nonlinear filtering theory in the presence of fractional Brownian motion (Q1578603) (← links)
- Stochastic integration with respect to Gaussian processes. (Q1608703) (← links)
- Exponential stability of impulsive neutral stochastic functional differential equation driven by fractional Brownian motion and Poisson point processes (Q1703437) (← links)
- Filtered Brownian motions as weak limit of filtered Poisson processes (Q1781188) (← links)
- A frequency domain approach to some results on fractional Brownian motion (Q1871323) (← links)
- Tanaka formula for the fractional Brownian motion. (Q1888781) (← links)
- Time reversal of Volterra processes driven stochastic differential equations (Q1952467) (← links)
- On the approximation of the solution of an anticipating stochastic differential equation (Q1969339) (← links)
- RKH spaces of Brownian type defined by Cesàro-Hardy operators (Q2050655) (← links)
- Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz condition (Q2142051) (← links)
- Low regularity solutions to the stochastic geometric wave equation driven by a fractional Brownian sheet (Q2208997) (← links)
- The two-parameter Volterra multifractional process (Q2231018) (← links)
- The 1-d stochastic wave equation driven by a fractional Brownian sheet (Q2381969) (← links)
- Equivalence of laws and null controllability for SPDEs driven by a fractional Brownian motion (Q2392236) (← links)
- Some parabolic PDEs whose drift is an irregular random noise in space (Q2460325) (← links)
- Functional limit theorems for generalized quadratic variations of Gaussian processes (Q2464852) (← links)
- Anisotropic fractional Brownian random fields as white noise functionals (Q2508059) (← links)
- \(n\)-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes. (Q2574559) (← links)
- Approximating some Volterra type stochastic integrals with applications to parameter estimation. (Q2574562) (← links)
- Weak approximation of a fractional SDE (Q2654159) (← links)
- Stochastic evolution equations driven by Liouville fractional Brownian motion (Q2897342) (← links)
- Existence and Stability Results for Second-Order Stochastic Equations Driven by Fractional Brownian Motion (Q2921220) (← links)
- On time-dependent stochastic evolution equations driven by fractional Brownian motion in a Hilbert space with finite delay (Q2922248) (← links)
- Representation Formulae for the Fractional Brownian Motion (Q3086791) (← links)
- Mixed Brownian–fractional Brownian model: absence of arbitrage and related topics (Q3426320) (← links)
- A fractional version of the Cox–Ingersoll–Ross interest rate model and pricing double barrier option with Hurst index H∈(23,1) (Q5078109) (← links)
- Stochastic Integral for Non-Adapted Processes Related to Sub-Fractional Brownian Motion when $H>1/2$ (Q5164680) (← links)
- Forward integrals and SDE with fractal noise (Q5239186) (← links)
- Gradient-type noises I–partial and hybrid integrals (Q5321888) (← links)
- Some properties of the sub-fractional Brownian motion (Q5421591) (← links)
- Stochastic differential equations with fractal noise (Q5463655) (← links)
- Stochastic Evolution Equations Driven by a Fractional White Noise (Q5478916) (← links)
- Stochastic calculus with respect to Gaussian processes (Q5917508) (← links)
