Pages that link to "Item:Q5570525"

The following pages link to Fractional Brownian Motions, Fractional Noises and Applications (Q5570525):

Displaying 50 items.

• On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion (Q2485755) (← links)
• The 1/\(H\)-variation of the divergence integral with respect to the fractional Brownian motion for \(H>1/2\) and fractional Bessel processes (Q2485819) (← links)
• On linear processes with dependent innovations (Q2485859) (← links)
• What is the exact condition for fractional integrals and derivatives of Besicovitch functions to have exact box dimension? (Q2486731) (← links)
• Unit roots: periodogram ordinate (Q2489876) (← links)
• An approximate approach to fractional analysis for finance (Q2490081) (← links)
• Duration specificity in the long-range correlation of human serial interval production (Q2494918) (← links)
• On some generalization of fractional Brownian motions (Q2497605) (← links)
• Fractionalization of the complex-valued Brownian motion of order \(n\) using Riemann-Liouville derivative. Applications to mathematical finance and stochastic mechanics (Q2497643) (← links)
• A fractional linear system view of the fractional Brownian motion (Q2499402) (← links)
• Explicit solutions of a class of linear fractional BSDEs (Q2504564) (← links)
• Intermediate processes and critical phenomena: theory, method and progress of fractional operators and their applications to modern mechanics (Q2507442) (← links)
• Anisotropic fractional Brownian random fields as white noise functionals (Q2508059) (← links)
• Fractional Brownian motion and sheet as white noise functionals (Q2508642) (← links)
• Kink estimation with correlated noise (Q2510642) (← links)
• Weak convergence to multifractional Brownian motion of Riemann-Liouville type in Besov spaces (Q2511039) (← links)
• Diffusion and Fokker-Planck-Smoluchowski equations with generalized memory kernel (Q2517205) (← links)
• On the Wiener integral with respect to a sub-fractional Brownian motion on an interval (Q2518313) (← links)
• A nonrandom variational approach to stochastic linear quadratic Gaussian optimization involving fractional noises (FLQG) (Q2574323) (← links)
• An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter. (Q2574549) (← links)
• Convergence in law to the multiple fractional integral. (Q2574573) (← links)
• Equivalence of Volterra processes. (Q2574600) (← links)
• Gaussian moving averages, semimartingales and option pricing. (Q2574617) (← links)
• Local empirical spectral measure of multivariate processes with long range dependence. (Q2574622) (← links)
• Simulation of weakly self-similar stationary increment \(\mathbf{Sub}_\varphi(\Omega)\)-processes: A series expansion approach (Q2583519) (← links)
• A closed-form approximation for the fractional Black-Scholes model with transaction costs (Q2629413) (← links)
• Nonlinearity and temporal dependence (Q2630203) (← links)
• On the approximation of Lévy driven Volterra processes and their integrals (Q2633845) (← links)
• Approximation of stationary solutions to SDEs driven by multiplicative fractional noise (Q2637204) (← links)
• Shape from fractal geometry (Q2638825) (← links)
• The \(M/G/\infty\) system revisited: finiteness, summability, long range dependence, and reverse engineering (Q2641951) (← links)
• Fractional Lévy processes with an application to long memory moving average processes (Q2642806) (← links)
• Application of fractional operators in modelling for charge carrier transport in amorphous semiconductor with multiple trapping (Q2657509) (← links)
• Semilinear Caputo time-fractional pseudo-parabolic equations (Q2658861) (← links)
• Riesz-based orientation of localizable Gaussian fields (Q2659724) (← links)
• Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747) (← links)
• Large deviation principle for fractional Brownian motion with respect to capacity (Q2660175) (← links)
• Neural network method for solving fractional diffusion equations (Q2661030) (← links)
• Strong convergence of a Euler-Maruyama method for fractional stochastic Langevin equations (Q2666258) (← links)
• The convergence of a numerical scheme for additive fractional stochastic delay equations with \(H>\frac 12\) (Q2666486) (← links)
• Hurst exponent estimation of fractional surfaces for mammogram images analysis (Q2667717) (← links)
• Heterogeneity in economic relationships: scale dependence through the multivariate fractal regression (Q2668295) (← links)
• Fuzzy stochastic differential equations driven by fractional Brownian motion (Q2668850) (← links)
• An entropy-based estimator of the Hurst exponent in fractional Brownian motion (Q2669321) (← links)
• Noninstantaneous impulsive and nonlocal Hilfer fractional stochastic integrodifferential equations with fractional Brownian motion and Poisson jumps (Q2669981) (← links)
• The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains (Q2670771) (← links)
• Resemblance of the power-law scaling behavior of a non-Markovian and nonlinear point processes (Q2677477) (← links)
• Fuzzy clustering of time series with time-varying memory (Q2677857) (← links)
• Fractional Liu uncertain differential equation and its application to finance (Q2680010) (← links)
• Superstatistical approach of the anomalous exponent for scaled Brownian motion (Q2680107) (← links)