The following pages link to On bifractional Brownian motion (Q2495385):
Displayed 17 items.
- Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes (Q449231) (← links)
- On stochastic calculus related to financial assets without semimartingales (Q645948) (← links)
- On \(p\)-variation of bifractional Brownian motion (Q655757) (← links)
- Smoothness for the collision local times of bifractional Brownian motions (Q763663) (← links)
- Polar functions of multiparameter bifractional Brownian sheets (Q844059) (← 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 variation of bi-fractional Brownian motion (Q982749) (← links)
- On weak approximations of integrals with respect to fractional Brownian motion (Q1004279) (← links)
- A decomposition of the bifractional Brownian motion and some applications (Q1007350) (← links)
- Self-intersection local times and collision local times of bifractional Brownian motions (Q1044279) (← links)
- The covariation for Banach space valued processes and applications (Q2441314) (← links)
- Sample path properties of bifractional Brownian motion (Q2469664) (← links)
- On the reproducing kernel Hilbert spaces associated with the fractional and bi-fractional Brownian motions (Q2475277) (← links)
- Wiener integrals, Malliavin calculus and covariance measure structure (Q2642075) (← links)
- Smoothness for the collision local time of two multidimensional bifractional Brownian motions (Q4909744) (← links)
- Some properties of the sub-fractional Brownian motion (Q5421591) (← links)