Pages that link to "Item:Q5570525"
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The following pages link to Fractional Brownian Motions, Fractional Noises and Applications (Q5570525):
Displaying 50 items.
- Entropy-complexity analysis in some globally-coupled systems (Q1619735) (← links)
- On the relationship between the Hurst exponent, the ratio of the mean square successive difference to the variance, and the number of turning points (Q1619832) (← links)
- Fractional randomness (Q1619960) (← links)
- Fractional Brownian motion time-changed by gamma and inverse gamma process (Q1620341) (← links)
- Arbitrage with fractional Gaussian processes (Q1620481) (← links)
- Visibility to discern local from nonlocal dynamic processes (Q1620493) (← links)
- Record length requirement of long-range dependent teletraffic (Q1620518) (← links)
- Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models (Q1620525) (← links)
- A new image texture segmentation based on contourlet fractal features (Q1622183) (← links)
- On the approximate discrete KLT of fractional Brownian motion and applications (Q1622267) (← links)
- Stochastic model of crack propagation in brittle heterogeneous materials (Q1627086) (← links)
- On the non-Lipschitz stochastic differential equations driven by fractional Brownian motion (Q1627970) (← links)
- An integrate-and-fire model to generate spike trains with long-range dependence (Q1628248) (← links)
- Option pricing under fast-varying and rough stochastic volatility (Q1630429) (← links)
- Global attracting set and exponential decay of second-order neutral stochastic functional differential equations driven by fBm (Q1631045) (← links)
- Fractional measure-dependent nonlinear second-order stochastic evolution equations with Poisson jumps (Q1635304) (← links)
- On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion (Q1643756) (← links)
- Peakedness and convex ordering for elliptically contoured random fields (Q1643792) (← links)
- Initial boundary value problems for a fractional differential equation with hyper-Bessel operator (Q1647902) (← links)
- Black-Scholes in a CEV random environment (Q1648901) (← links)
- Horizon effect in the term structure of long-run risk-return trade-offs (Q1659133) (← links)
- Mixed stochastic differential equations: existence and uniqueness result (Q1661595) (← links)
- Investigation of cumulative growth process via Fibonacci method and fractional calculus (Q1664204) (← links)
- Solutions to BSDEs driven by multidimensional fractional Brownian motions (Q1665780) (← links)
- Correlation properties of (discrete) fractional Gaussian noise and fractional Brownian motion (Q1665793) (← links)
- Two-step collocation methods for fractional differential equations (Q1670358) (← links)
- Fixed bandwidth asymptotics for the Studentized mean of fractionally integrated processes (Q1672748) (← links)
- Selfdecomposability and selfsimilarity: a concise primer (Q1672921) (← links)
- Mixed fractional Heston model and the pricing of American options (Q1675943) (← links)
- Localization and ballistic diffusion for the tempered fractional Brownian-Langevin motion (Q1683984) (← links)
- Fractional stochastic differential equations satisfying fluctuation-dissipation theorem (Q1685490) (← links)
- On moment estimates and continuity for solutions of SDEs driven by fractional Brownian motions under non-Lipschitz conditions (Q1686376) (← links)
- Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes (Q1690493) (← links)
- Forecasting of time data with using fractional Brownian motion (Q1693943) (← links)
- Gradual multifractal reconstruction of time-series: formulation of the method and an application to the coupling between stock market indices and their Hölder exponents (Q1699513) (← links)
- Formation of a relation of nonlocalities in the anomalous diffusion model (Q1702612) (← links)
- Exponential stability of impulsive neutral stochastic functional differential equation driven by fractional Brownian motion and Poisson point processes (Q1703437) (← links)
- Bayesian approach to Hurst exponent estimation (Q1707059) (← links)
- Exponential stability behavior of neutral stochastic integrodifferential equations with fractional Brownian motion and impulsive effects (Q1711757) (← links)
- Numerical simulation of fractional-order dynamical systems in noisy environments (Q1715699) (← links)
- Weak convergence of the complex fractional Brownian motion (Q1716328) (← links)
- Efficiently implementing the maximum likelihood estimator for Hurst exponent (Q1718521) (← links)
- Numerical analysis of fluvial landscapes (Q1719825) (← links)
- Lyapunov techniques for stochastic differential equations driven by fractional Brownian motion (Q1723782) (← links)
- Abstract functional stochastic evolution equations driven by fractional Brownian motion (Q1724301) (← links)
- Fractional calculus of fractal interpolation function on \([0,b]\) (\(b>0\)) (Q1724638) (← links)
- Large deviations of time-averaged statistics for Gaussian processes (Q1726729) (← links)
- Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme (Q1729305) (← links)
- Minimax-rate adaptive nonparametric regression with unknown correlations of errors (Q1729945) (← links)
- Convolved subsampling estimation with applications to block bootstrap (Q1731767) (← links)
