Pages that link to "Item:Q1879158"
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The following pages link to A note on fractional Brownian motion (Q1879158):
Displaying 9 items.
- Semimartingale approximation of fractional Brownian motion and its applications (Q636573) (← links)
- Fractional Wishart processes and \(\varepsilon\)-fractional Wishart processes with applications (Q1999688) (← links)
- Distance from fractional Brownian motion with associated Hurst index \(0<H<1/2\) to the subspaces of Gaussian martingales involving power integrands with an arbitrary positive exponent (Q2209742) (← links)
- An approximate approach to fractional analysis for finance (Q2490081) (← links)
- On the approximation of Lévy driven Volterra processes and their integrals (Q2633845) (← links)
- Asset prices with investor protection and past information (Q2691284) (← links)
- A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval (Q2890715) (← links)
- Approximation of a Wiener process by integrals with respect to the fractional Brownian motion of power functions of a given exponent (Q2944728) (← links)
- Least squares estimations for approximate fractional vasicek model driven by a semimartingale (Q6104221) (← links)
