Pages that link to "Item:Q706329"

The following pages link to A series expansion of fractional Brownian motion (Q706329):

Displaying 50 items.

• On fractional Brownian motion and wavelets (Q371626) (← links)
• Oscillatory fractional Brownian motion (Q385587) (← 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)
• Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion (Q459482) (← links)
• Approximation of fractional Brownian motion by martingales (Q479168) (← links)
• The stochastic wave equation with fractional noise: a random field approach (Q608222) (← links)
• A constructive sharp approach to functional quantization of stochastic processes (Q613025) (← links)
• Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion (Q615932) (← links)
• Stochastic delay evolution equations driven by sub-fractional Brownian motion (Q738498) (← links)
• Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion (Q778250) (← links)
• Functional limit theorems for multiparameter fractional Brownian motion (Q867069) (← links)
• Occupation densities for certain processes related to subfractional Brownian motion (Q890269) (← links)
• From intersection local time to the Rosenblatt process (Q895915) (← links)
• An optimal series expansion of the multiparameter fractional Brownian motion (Q927255) (← links)
• Rates of contraction of posterior distributions based on Gaussian process priors (Q930663) (← links)
• Representations of isotropic Gaussian random fields with homogeneous increments (Q937478) (← links)
• Stochastic calculus for fractional Brownian motion with Hurst exponent \(H>\frac 1 4 \): A rough path method by analytic extension (Q1019090) (← links)
• Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
• Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion (Q1684055) (← links)
• Sub-fractional Brownian motion and its relation to occupation times (Q1771479) (← links)
• Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion (Q1775445) (← 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)
• Simulation of generalized fractional Brownian motion in \(C([0,T])\) (Q1990058) (← links)
• Stochastic partial functional integrodifferential equations driven by a sub-fractional Brownian motion, existence and asymptotic behavior (Q2003525) (← links)
• An approximation to the subfractional Brownian sheet using martingale differences (Q2017436) (← links)
• \(L^p\) uniform random walk-type approximation for fractional Brownian motion with Hurst exponent \(0 < H < \frac{1}{2} \) (Q2064883) (← links)
• Maximum likelihood estimation for sub-fractional Vasicek model (Q2066932) (← links)
• The sub-fractional CEV model (Q2068536) (← links)
• Optimal strong convergence of finite element methods for one-dimensional stochastic elliptic equations with fractional noise (Q2113639) (← links)
• Pricing geometric Asian power options in the sub-fractional Brownian motion environment (Q2131688) (← links)
• The closed-form option pricing formulas under the sub-fractional Poisson volatility models (Q2137510) (← links)
• Fast spectral Petrov-Galerkin method for fractional elliptic equations (Q2228022) (← links)
• Paracontrolled distribution approach to stochastic Volterra equations (Q2232183) (← links)
• Approximations of the cumulative distribution function for infinite weighted sum of random variables (Q2273733) (← links)
• Chung's law of the iterated logarithm for subfractional Brownian motion (Q2403997) (← links)
• High-resolution product quantization for Gaussian processes under sup-norm distortion (Q2469646) (← links)
• Optimality of an explicit series expansion of the fractional Brownian sheet (Q2483855) (← links)
• Karhunen-Loève expansion of spherical fractional Brownian motions (Q2497822) (← links)
• On the Wiener integral with respect to a sub-fractional Brownian motion on an interval (Q2518313) (← links)
• Representations of fractional Brownian motion using vibrating strings (Q2575814) (← links)
• Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence (Q2576954) (← links)
• Simulation of weakly self-similar stationary increment \(\mathbf{Sub}_\varphi(\Omega)\)-processes: A series expansion approach (Q2583519) (← links)
• RIEMANN–LIOUVILLE PROCESSES ARISING FROM BRANCHING PARTICLE SYSTEMS (Q2841321) (← links)
• The Lower Classes of the Sub-Fractional Brownian Motion (Q2914789) (← links)
• A Baxter type estimator of an unknown parameter of the covariance function in the non-Gaussian case (Q2923410) (← links)
• Representation Formulae for the Fractional Brownian Motion (Q3086791) (← links)
• (Q3303406) (← links)