Pages that link to "Item:Q706329"
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The following pages link to A series expansion of fractional Brownian motion (Q706329):
Displaying 24 items.
- Representation Formulae for the Fractional Brownian Motion (Q3086791) (← links)
- (Q3303406) (← links)
- (Q3681653) (← links)
- (Q4677206) (← links)
- Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion (Q4685690) (← 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)
- ɛ-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations (Q5000646) (← links)
- Numerical Approximation of Optimal Convergence for Fractional Elliptic Equations with Additive Fractional Gaussian Noise (Q5010088) (← links)
- Approximation to two independent Gaussian processes from a unique Lévy process and applications (Q5078018) (← 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)
- Nonparametric estimation of linear multiplier for processes driven by subfractional Brownian motion (Q5231189) (← links)
- A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm (Q5416536) (← links)
- Some properties of the sub-fractional Brownian motion (Q5421591) (← links)
- Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation (Q5875190) (← links)
- Noise-to-signal ratio of single-trajectory spectral densities in centered Gaussian processes (Q5877061) (← links)
- Impulsive stochastic differential equations involving Hilfer fractional derivatives (Q5877153) (← links)
- Brownian continuity modulus via series expansions (Q5937306) (← links)
- Fractional processes and their statistical inference: an overview (Q6149600) (← links)
- On spectral Petrov-Galerkin method for solving optimal control problem governed by fractional diffusion equations with fractional noise (Q6158984) (← links)
- Series Expansions of Fractional Brownian Motions and Strong Local Nondeterminism of Bifractional Brownian Motions on Balls and Spheres (Q6160487) (← links)
- Harmonic analysis meets stationarity: a general framework for series expansions of special Gaussian processes (Q6160978) (← links)
- Strong convergence analysis of spectral fractional diffusion equation driven by Gaussian noise with Hurst parameter less than \(\frac{1}{2}\) (Q6551769) (← links)
