Pages that link to "Item:Q1767509"
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The following pages link to Approximation at first and second order of {\(m\)}-order integrals of the fractional {B}rownian motion and of certain semimartingales (Q1767509):
Displayed 21 items.
- The quadratic variation for mixed-fractional Brownian motion (Q347449) (← links)
- Temporal variation for fractional heat equations with additive white noise (Q737138) (← links)
- On the regularity of stochastic currents, fractional Brownian motion and applications to a turbulence model (Q838327) (← links)
- Asymptotic error distributions of the Crank-Nicholson scheme for SDEs driven by fractional Brownian motion (Q895913) (← links)
- Approximation via regularization of the local time of semimartingales and Brownian motion (Q952741) (← links)
- An Itô-Stratonovich formula for Gaussian processes: A Riemann sums approach (Q952826) (← links)
- Milstein's type schemes for fractional SDEs (Q985345) (← links)
- Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion (Q1680936) (← links)
- Quadratic covariations for the solution to a stochastic heat equation with space-time white noise (Q2078450) (← links)
- The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (Q2441133) (← links)
- Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion (Q2471123) (← links)
- On bifractional Brownian motion (Q2495385) (← links)
- Gaussian and non-Gaussian processes of zero power variation (Q2786487) (← links)
- The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2 (Q2937045) (← links)
- Functional Itô versus Banach space stochastic calculus and strict solutions of semilinear path-dependent equations (Q2956587) (← links)
- Convergence at First and Second Order of Some Approximations of Stochastic Integrals (Q3086802) (← links)
- ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (Q4629570) (← links)
- Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations (Q5225281) (← links)
- Generalized grey Brownian motion local time: existence and weak approximation (Q5265789) (← links)
- The quadratic covariation for a weighted fractional Brownian motion (Q5268388) (← links)
- Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes (Q6120831) (← links)