Pages that link to "Item:Q1771479"

The following pages link to Sub-fractional Brownian motion and its relation to occupation times (Q1771479):

Displaying 50 items.

• Derivatives of local times for some Gaussian fields. II (Q2244496) (← links)
• The \(\mathcal S\)-transform of sub-fBm and an application to a class of linear subfractional BSDEs (Q2248470) (← links)
• Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk (Q2255167) (← links)
• On the collision local time of sub-fractional Brownian motions (Q2267606) (← links)
• Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes (Q2274266) (← links)
• Symmetric stochastic integrals with respect to a class of self-similar Gaussian processes (Q2312765) (← links)
• Piterbarg theorems for chi-processes with trend (Q2340037) (← links)
• A generalisation of the fractional Brownian field based on non-Euclidean norms (Q2348415) (← links)
• Weighted power variation of integrals with respect to a Gaussian process (Q2348745) (← links)
• A long range dependence stable process and an infinite variance branching system (Q2371946) (← links)
• Chung's law of the iterated logarithm for subfractional Brownian motion (Q2403997) (← links)
• Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences (Q2417012) (← links)
• The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (Q2441133) (← links)
• Power variation of multiple fractional integrals (Q2454693) (← links)
• A functional CLT for the occupation time of a state-dependent branching random walk (Q2460321) (← links)
• Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems (Q2461022) (← links)
• Self-similar stable processes arising from high-density limits of occupation times of particle systems (Q2471751) (← links)
• On the Wiener integral with respect to a sub-fractional Brownian motion on an interval (Q2518313) (← links)
• Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence (Q2576954) (← links)
• Limit theorems for occupation time fluctuations of branching systems. II: Critical and large dimensions (Q2576955) (← links)
• An extension of sub-fractional Brownian motion (Q2637444) (← links)
• On estimation of the extended Orey index for Gaussian processes (Q2803998) (← links)
• Conditions for singularity for measures generated by two fractional psuedo-diffusion processes (Q2804509) (← links)
• Random walks and subfractional Brownian motion (Q2815969) (← links)
• Riemann-Liouville processes arising from branching particle systems (Q2841321) (← links)
• A Strong Approximation of Subfractional Brownian Motion by Means of Transport Processes (Q2841788) (← links)
• Singularity of Subfractional Brownian Motions with Different Hurst Indices (Q2893292) (← links)
• The Lower Classes of the Sub-Fractional Brownian Motion (Q2914789) (← links)
• On some maximal and integral inequalities for sub-fractional Brownian motion (Q2974042) (← links)
• Bounds for expected maxima of Gaussian processes and their discrete approximations (Q2974854) (← links)
• On limit theorems of some extensions of fractional Brownian motion and their additive functionals (Q2977586) (← links)
• Optimal estimation of a signal perturbed by a sub-fractional Brownian motion (Q2986702) (← links)
• Occupation time problems for fractional Brownian motion and some other self-similar processes (Q3077688) (← links)
• (Q3303406) (← links)
• MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS (Q3502800) (← links)
• On Double Stratonovich Fractional Integrals and Some Strong and Weak Approximations (Q3625463) (← links)
• Occupation times of discrete-time fractional Brownian motion (Q4630520) (← links)
• Singularity among selfsimilar Gaussian random fields with different scaling parameters and others (Q4634148) (← links)
• Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion (Q4685690) (← links)
• Maximum likelihood estimation for Gaussian process with nonlinear drift (Q4968181) (← links)
• Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus (Q4976209) (← links)
• Pickands-Piterbarg constants for self-similar Gaussian processes (Q4999838) (← links)
• Bounds for the expected supremum of some non-stationary Gaussian processes (Q5056588) (← links)
• Approximation to two independent Gaussian processes from a unique Lévy process and applications (Q5078018) (← links)
• Large deviations for functionals of some self-similar Gaussian processes (Q5086630) (← links)
• Impulsive fractional stochastic differential inclusions driven by sub-Fractional Brownian motion with infinite delay and sectorial operators (Q5164677) (← links)
• Stochastic Integral for Non-Adapted Processes Related to Sub-Fractional Brownian Motion when $H>1/2$ (Q5164680) (← links)
• More on maximal inequalities for sub-fractional Brownian motion (Q5216263) (← links)
• Nonparametric estimation of linear multiplier for processes driven by subfractional Brownian motion (Q5231189) (← links)
• Estimators for the Drift of Subfractional Brownian Motion (Q5419669) (← links)