Pages that link to "Item:Q4226120"
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The following pages link to Fractional Brownian motion: theory and applications (Q4226120):
Displayed 7 items.
- Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach (Q437400) (← links)
- An Itô-Stratonovich formula for Gaussian processes: A Riemann sums approach (Q952826) (← links)
- Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2 (Q1411879) (← links)
- Strong approximation of fractional Brownian motion by moving averages of simple random walks. (Q1879522) (← links)
- The 1/\(H\)-variation of the divergence integral with respect to the fractional Brownian motion for \(H>1/2\) and fractional Bessel processes (Q2485819) (← links)
- Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion (Q3535734) (← links)
- Stochastic calculus with respect to Gaussian processes (Q5917508) (← links)