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.
- Global attractiveness and exponential decay of neutral stochastic functional differential equations driven by fBm with Hurst parameter less than 1/2 (Q1731908) (← links)
- Stock loan valuation based on the finite moment log-stable process (Q1732317) (← links)
- Fine properties of fractional Brownian motions on Wiener space (Q1733774) (← links)
- Exact null controllability of Sobolev-type Hilfer fractional stochastic differential equations with fractional Brownian motion and Poisson jumps (Q1734062) (← links)
- Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators (Q1739376) (← links)
- Local fractional homotopy analysis method for solving non-differentiable problems on Cantor sets (Q1739841) (← links)
- From random partitions to fractional Brownian sheets (Q1740530) (← links)
- Covariance of stochastic integrals with respect to fractional Brownian motion (Q1747791) (← links)
- Symplectic Runge-Kutta methods for Hamiltonian systems driven by Gaussian rough paths (Q1748060) (← links)
- Stochastic fractional perturbed control systems with fractional Brownian motion and Sobolev stochastic non local conditions (Q1752919) (← links)
- Long memory versus structural breaks: an overview (Q1762969) (← links)
- A stochastic maximum principle for processes driven by fractional Brownian motion. (Q1766033) (← links)
- Fractional Brownian motions via random walk in the complex plane and via fractional derivative. Comparison and further results on their Fokker-Planck equations (Q1766606) (← links)
- On arbitrage and Markovian short rates in fractional bond markets (Q1767760) (← links)
- On roughness indices for fractional fields (Q1769780) (← links)
- Maximal inequalities for the iterated fractional integrals (Q1771439) (← links)
- Variational solutions for a class of fractional stochastic partial differential equations (Q1775134) (← links)
- Ergodicity of stochastic differential equations driven by fractional Brownian motion (Q1775448) (← links)
- Fields with exceptional tangent fields (Q1780935) (← links)
- Stochastic resonance and \(1 / f\) noise at coupled phase transitions (Q1782457) (← links)
- Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes (Q1782803) (← links)
- An exactly solvable correlated stochastic process in finite time (Q1782856) (← links)
- Fractal and complex network analyses of protein molecular dynamics (Q1783211) (← links)
- Variable diffusion in stock market fluctuations (Q1783265) (← links)
- Codifference as a practical tool to measure interdependence (Q1783336) (← links)
- Multifractal analysis of hydrologic data using wavelet methods and fluctuation analysis (Q1784865) (← links)
- Discriminating between scaled and fractional Brownian motion via \(p\)-variation statistics (Q1787532) (← links)
- The geometry of learning (Q1795312) (← links)
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
- Recurrence statistics for anomalous diffusion regime change detection (Q1796971) (← links)
- Identification of filtered white noises (Q1805757) (← links)
- A fractal model for large eddy simulation of turbulent flow (Q1808392) (← links)
- Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion (Q1809001) (← links)
- A new approach to complex-valued fractional Brownian motion via rotating white noise (Q1809569) (← links)
- Fractal dimension of random processes (Q1809630) (← links)
- \(TSL\) --- a texture synthesis language (Q1813144) (← links)
- Function estimation via wavelet shrinkage for long-memory data (Q1816598) (← links)
- Refined scaling hypothesis for anomalously diffusing processes (Q1841329) (← links)
- Chaos, fractional kinetics, and anomalous transport (Q1847692) (← links)
- The screening effect in kriging (Q1848939) (← links)
- Influence of long memory on the asymptotic behaviour of functional estimators (Q1854704) (← links)
- Consistent order selection with strongly dependent data and its application to efficient estimation. (Q1858970) (← links)
- Endogenous versus exogenous shocks in systems with memory (Q1860824) (← links)
- On the fractional calculus functions of a fractal function. (Q1861017) (← links)
- A study of the fractal character in electronic noise processes (Q1862353) (← links)
- From Brownian motion to operational risk: statistical physics and financial markets (Q1865443) (← links)
- The spectra and periodograms of anti-correlated discrete fractional Gaussian noise (Q1866928) (← links)
- Trend stationarity versus long-range dependence in time series analysis (Q1867710) (← links)
- A frequency domain approach to some results on fractional Brownian motion (Q1871323) (← links)
- Long strange segments of a stochastic process. (Q1872448) (← links)
