Pages that link to "Item:Q1433879"

The following pages link to Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\). (Q1433879):

Displayed 18 items.

• Skorohod integration and stochastic calculus beyond the fractional Brownian scale (Q556245) ‎ (← links)
• The stochastic wave equation with fractional noise: a random field approach (Q608222) ‎ (← links)
• Intersection local times of independent fractional Brownian motions as generalized white noise functionals (Q618761) ‎ (← links)
• Central and non-central limit theorems for weighted power variations of fractional Brownian motion (Q629788) ‎ (← links)
• Self-avoiding fractional Brownian motion -- the Edwards model (Q658501) ‎ (← links)
• On the regularity of stochastic currents, fractional Brownian motion and applications to a turbulence model (Q838327) ‎ (← links)
• Nonsemimartingales: stochastic differential equations and weak Dirichlet processes (Q879256) ‎ (← links)
• An Itô-Stratonovich formula for Gaussian processes: A Riemann sums approach (Q952826) ‎ (← links)
• Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\) (Q971938) ‎ (← links)
• Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\) (Q1014000) ‎ (← links)
• Stochastic integration with respect to Gaussian processes. (Q1608703) ‎ (← links)
• A change of variable formula with Itô correction term (Q1958460) ‎ (← links)
• Differentiation formula in Stratonovich version for fractional Brownian sheet (Q2272032) ‎ (← links)
• Variations of the solution to a stochastic heat equation (Q2460323) ‎ (← links)
• Some parabolic PDEs whose drift is an irregular random noise in space (Q2460325) ‎ (← links)
• On bifractional Brownian motion (Q2495385) ‎ (← links)
• Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion (Q2519679) ‎ (← links)
• (Q5489541) ‎ (← links)