Pages that link to "Item:Q2461022"
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The following pages link to Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems (Q2461022):
Displaying 50 items.
- Oscillatory fractional Brownian motion (Q385587) (← links)
- Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion (Q410231) (← links)
- Stochastic integration with respect to the sub-fractional Brownian motion with (Q419214) (← links)
- Particle picture interpretation of some Gaussian processes related to fractional Brownian motion (Q424526) (← links)
- On the convergence to the multiple subfractional Wiener-Itō integral (Q457622) (← links)
- Extension of positive definite functions (Q458362) (← links)
- Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion (Q459482) (← links)
- On the local time of sub-fractional Brownian motion (Q617051) (← links)
- Remarks on an integral functional driven by sub-fractional Brownian motion (Q634857) (← links)
- Occupation times of subcritical branching immigration systems with Markov motions (Q734632) (← links)
- Stochastic delay evolution equations driven by sub-fractional Brownian motion (Q738498) (← links)
- Small-time asymptotics for Gaussian self-similar stochastic volatility models (Q781554) (← links)
- A law of iterated logarithm for the subfractional Brownian motion and an application (Q824542) (← links)
- Weak convergence towards two independent Gaussian processes from a unique Poisson process (Q972119) (← links)
- On the weak convergence of super-Brownian motion with immigration (Q1044255) (← links)
- Arbitrage with fractional Gaussian processes (Q1620481) (← links)
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
- Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion (Q1680936) (← links)
- Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion (Q1710139) (← links)
- Parametric estimation in the Vasicek-type model driven by sub-fractional Brownian motion (Q1712059) (← links)
- Nonparametric regression with subfractional Brownian motion via Malliavin calculus (Q1724626) (← links)
- Some long-range dependence processes arising from fluctuations of particle systems (Q1776822) (← links)
- On the self-intersection local time of subfractional Brownian motion (Q1938192) (← links)
- Statistical inference for nonergodic weighted fractional Vasicek models (Q2062450) (← links)
- Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters (Q2142855) (← links)
- Pricing of perpetual American put option with sub-mixed fractional Brownian motion (Q2175773) (← links)
- The \(\mathcal S\)-transform of sub-fBm and an application to a class of linear subfractional BSDEs (Q2248470) (← links)
- On the collision local time of sub-fractional Brownian motions (Q2267606) (← links)
- Bifractional Brownian motion for \(H>1\) and \(2HK\leq 1\) (Q2288782) (← links)
- A generalisation of the fractional Brownian field based on non-Euclidean norms (Q2348415) (← links)
- The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (Q2441133) (← links)
- Occupation time limits of inhomogeneous Poisson systems of independent particles (Q2469489) (← links)
- Self-similar stable processes arising from high-density limits of occupation times of particle systems (Q2471751) (← links)
- Bifractional Brownian motion: existence and border cases (Q2786503) (← links)
- Conditions for singularity for measures generated by two fractional psuedo-diffusion processes (Q2804509) (← links)
- Some path properties of weighted-fractional Brownian motion (Q2811103) (← links)
- Singularity of Subfractional Brownian Motions with Different Hurst Indices (Q2893292) (← links)
- The Lower Classes of the Sub-Fractional Brownian Motion (Q2914789) (← links)
- On limit theorems of some extensions of fractional Brownian motion and their additive functionals (Q2977586) (← links)
- (Q3303406) (← links)
- (Q3305807) (← links)
- OCCUPATION TIME FLUCTUATION LIMITS OF INFINITE VARIANCE EQUILIBRIUM BRANCHING SYSTEMS (Q3402045) (← links)
- Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus (Q4976209) (← links)
- On the Besov regularity of the bifractional Brownian motion (Q5029386) (← links)
- (Q5141649) (← links)
- Impulsive fractional stochastic differential inclusions driven by sub-Fractional Brownian motion with infinite delay and sectorial operators (Q5164677) (← links)
- The quadratic covariation for a weighted fractional Brownian motion (Q5268388) (← links)
- The Lamperti Transforms of Self-Similar Gaussian Processes and Their Exponentials (Q5413855) (← links)
- Estimators for the Drift of Subfractional Brownian Motion (Q5419669) (← links)
- An Approximation of Subfractional Brownian Motion (Q5419689) (← links)
