Pages that link to "Item:Q1965724"

The following pages link to Asymptotic properties of the fractional Brownian motion of Riemann-Liouville type (Q1965724):

Displaying 17 items.

• Semimartingale approximation of fractional Brownian motion and its applications (Q636573) (← links)
• Langevin equation with two fractional orders (Q644051) (← links)
• Fractional stochastic differential equations with applications to finance (Q713467) (← links)
• Fractional Poisson process. II (Q813596) (← links)
• Whitening filter and innovations representation of self-similar process. (Q1419035) (← links)
• On some possible generalizations of fractional Brownian motion. (Q1569539) (← links)
• Record length requirement of long-range dependent teletraffic (Q1620518) (← links)
• Exponential stability of fractional stochastic differential equations with distributed delay (Q1994663) (← links)
• Time-inhomogeneous Gaussian stochastic volatility models: large deviations and super roughness (Q2048130) (← links)
• A Petrov-Galerkin finite element method using polyfractonomials to solve stochastic fractional differential equations (Q2048420) (← links)
• Comment on ``A computational technique to classify several fractional Brownian motion processes'' (Q2112967) (← links)
• Gaussian stochastic volatility models: scaling regimes, large deviations, and moment explosions (Q2175333) (← links)
• Strong convergence analysis for Volterra integro-differential equations with fractional Brownian motions (Q2199795) (← links)
• Riemann-Liouville and Weyl fractional oscillator processes (Q2267228) (← links)
• Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models (Q4553805) (← links)
• WHITE NOISE ANALYSIS: SOME APPLICATIONS IN COMPLEX SYSTEMS, BIOPHYSICS AND QUANTUM MECHANICS (Q4912662) (← links)
• Inhomogeneous scaling behaviors in Malaysian foreign currency exchange rates (Q5949728) (← links)