The following pages link to (Q4811459):
Displaying 50 items.
- Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion (Q254476) (← links)
- The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory (Q272978) (← links)
- Solving a stochastic heat equation driven by a bi-fractional noise (Q276352) (← links)
- A Berry-Esséen bound for \(H\)-variation of a Gaussian process (Q282135) (← links)
- Mixed Gaussian processes: a filtering approach (Q317498) (← links)
- Exact confidence intervals of the extended Orey index for Gaussian processes (Q340126) (← links)
- Small ball properties and representation results (Q347466) (← links)
- Central limit theorem for a Stratonovich integral with Malliavin calculus (Q359692) (← links)
- A complement to Gladyshev's theorem (Q392750) (← links)
- A central limit theorem for a weighted power variation of a Gaussian process (Q406621) (← links)
- Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes (Q449231) (← links)
- Generalized covariation for Banach space valued processes, Itō formula and applications (Q470098) (← links)
- Additive functionals of the solution to fractional stochastic heat equation (Q485173) (← links)
- L-Kuramoto-Sivashinsky SPDEs vs. time-fractional SPIDEs: exact continuity and gradient moduli, 1/2-derivative criticality, and laws (Q526025) (← links)
- Hausdorff measures of the image, graph and level set of bifractional Brownian motion (Q625925) (← links)
- An Osgood criterion for integral equations with applications to stochastic differential equations with an additive noise (Q631556) (← links)
- On \(p\)-variation of bifractional Brownian motion (Q655757) (← links)
- Central limit theorem for functionals of a generalized self-similar Gaussian process (Q679608) (← links)
- \(\Phi \)-variation of a bifractional Brownian motion (Q736135) (← links)
- Smoothness for the collision local times of bifractional Brownian motions (Q763663) (← links)
- Small-time asymptotics for Gaussian self-similar stochastic volatility models (Q781554) (← 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 variations of fractional Brownian motion: the critical case \(H=1/4\) (Q971938) (← 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)
- Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure (Q1016617) (← links)
- Self-intersection local times and collision local times of bifractional Brownian motions (Q1044279) (← links)
- Peakedness and convex ordering for elliptically contoured random fields (Q1643792) (← links)
- Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion (Q1984723) (← links)
- From infinite urn schemes to self-similar stable processes (Q1986033) (← links)
- On a covariance structure of some subset of self-similar Gaussian processes (Q2000134) (← links)
- Renormalized self-intersection local time of bifractional Brownian motion (Q2061456) (← links)
- Quadratic covariations for the solution to a stochastic heat equation with space-time white noise (Q2078450) (← links)
- Some results on the generalized Brownian bridge (Q2090572) (← links)
- Mixed stochastic heat equation with fractional Laplacian and gradient perturbation (Q2110891) (← links)
- Lower functions and Chung's LILs of the generalized fractional Brownian motion (Q2147811) (← links)
- Asymptotics of the cross-variation of Young integrals with respect to a general self-similar Gaussian process (Q2151984) (← links)
- Notes on spherical bifractional Brownian motion (Q2172947) (← links)
- Estimation of the drift parameter for the fractional stochastic heat equation via power variation (Q2178923) (← links)
- Density bounds for solutions to differential equations driven by Gaussian rough paths (Q2181610) (← links)
- CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index (Q2197613) (← links)
- Some properties of bifractional Bessel processes driven by bifractional Brownian motion (Q2209684) (← links)
- The Osgood condition for stochastic partial differential equations (Q2214248) (← links)
- Nonparametric estimation of trend function for stochastic differential equations driven by a bifractional Brownian motion (Q2219834) (← links)
- Derivatives of local times for some Gaussian fields. II (Q2244496) (← links)
- Asymptotic behavior for bi-fractional regression models via Malliavin calculus (Q2258919) (← links)
- Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes (Q2274266) (← links)
