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.
- Fast and exact synthesis of some operator scaling Gaussian random fields (Q2278459) (← links)
- Fractional order description of DNA (Q2278789) (← links)
- Biases in the simulation and analysis of fractal processes (Q2283757) (← links)
- Existence and exponential stability for neutral stochastic integro-differential equations with impulses driven by a Rosenblatt process (Q2284891) (← links)
- Degradation trend prediction for rotating machinery using long-range dependence and particle filter approach (Q2287470) (← links)
- A novel method for control performance assessment with fractional order signal processing and its application to semiconductor manufacturing (Q2287471) (← links)
- Bifractional Brownian motion for \(H>1\) and \(2HK\leq 1\) (Q2288782) (← links)
- Anomalous spreading and misidentification of spatial random walk models (Q2290873) (← links)
- Superconvergence points for the spectral interpolation of Riesz fractional derivatives (Q2291882) (← links)
- Estimating stochastic volatility: the rough side to equity returns (Q2292049) (← links)
- Implied fractional hazard rates and default risk distributions (Q2296090) (← links)
- Pricing stock loans with the CGMY model (Q2296547) (← links)
- Wavelet-based estimations of fractional Brownian sheet: least squares versus maximum likelihood (Q2297115) (← links)
- Characterizing anomalous diffusion by studying displacements (Q2299870) (← links)
- Examining human unipedal quiet stance: characterizing control through jerk (Q2299958) (← links)
- Gaussian and sparse processes are limits of generalized Poisson processes (Q2300770) (← links)
- Estimation of long-range dependence in gappy Gaussian time series (Q2302477) (← links)
- On fractional Lévy processes: tempering, sample path properties and stochastic integration (Q2302689) (← links)
- Local times of linear multifractional stable sheets (Q2307813) (← links)
- A short memory version of the Vasicek model and evaluating European options on zero-coupon bonds (Q2309261) (← links)
- Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion (Q2309581) (← links)
- Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises (Q2312767) (← links)
- Ergodicity and stationary solution for stochastic neutral retarded partial differential equations driven by fractional Brownian motion (Q2312778) (← links)
- A general class of multifractional processes and stock price informativeness (Q2313541) (← links)
- On a method for the probability and statistical analysis of the density of low frequency turbulent plasma (Q2314219) (← links)
- The fractional and mixed-fractional CEV model (Q2315921) (← links)
- Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
- Nonexistence of fractional Brownian fields indexed by cylinders (Q2316600) (← links)
- Second order structure of scale-space measurements (Q2319520) (← links)
- Fractional order stochastic differential equation with application in European option pricing (Q2321458) (← links)
- Approximate controllability via resolvent operators of Sobolev-type fractional stochastic integrodifferential equations with fractional Brownian motion and Poisson jumps (Q2321588) (← links)
- Local fractional Laplace homotopy analysis method for solving non-differentiable wave equations on Cantor sets (Q2322454) (← links)
- Asymptotics for discrete time hedging errors under fractional Black-Scholes models (Q2322589) (← links)
- Simultaneous estimation of the parameters of the Hurst-Kolmogorov stochastic process (Q2324339) (← links)
- Fractal convolution: A new operation between functions (Q2328628) (← links)
- Anisotropy of Hölder Gaussian random fields: characterization, estimation, and application to image textures (Q2329739) (← links)
- An approximate fractional Gaussian noise model with \(\mathcal{O}(n)\) computational cost (Q2329801) (← links)
- On a skewed and multifractal unidimensional random field, as a probabilistic representation of Kolmogorov's views on turbulence (Q2330448) (← links)
- Taylor's formula involving generalized fractional derivatives (Q2335574) (← links)
- Stochastic fractional evolution equations with fractional Brownian motion and infinite delay (Q2335588) (← links)
- Least squares estimator for Ornstein-Uhlenbeck processes driven by fractional Lévy processes from discrete observations (Q2338242) (← links)
- Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion (Q2338248) (← links)
- The spectrogram: a threshold-based inferential tool for extremes of stochastic processes (Q2340880) (← links)
- Numerics for the fractional Langevin equation driven by the fractional Brownian motion (Q2347296) (← links)
- A generalisation of the fractional Brownian field based on non-Euclidean norms (Q2348415) (← links)
- Front fluctuations for the stochastic Cahn-Hilliard equation (Q2349048) (← links)
- Trichotomous noise induced resonance behavior for a fractional oscillator with random mass (Q2351795) (← links)
- Feynman-Kac representation for the parabolic Anderson model driven by fractional noise (Q2355436) (← links)
- Numerical algorithms for the forward and backward fractional Feynman-Kac equations (Q2355555) (← links)
- Harmonic statistics (Q2359294) (← links)
