Pages that link to "Item:Q455365"

The following pages link to Selected aspects of fractional Brownian motion. (Q455365):

Displaying 29 items.

• Stochastic analysis for vector-valued generalized grey Brownian motion (Q6040482) (← links)
• Limit theorems for additive functionals of the fractional Brownian motion (Q6045519) (← links)
• Short Communication: Exponential Utility Maximization in a Discrete Time Gaussian Framework (Q6048446) (← links)
• Sandwiched SDEs with unbounded drift driven by Hölder noises (Q6068847) (← links)
• Numerical Solution of Free Stochastic Differential Equations (Q6070723) (← links)
• Wiener Spiral for Volatility Modeling (Q6090352) (← links)
• Analytic number theory. Abstracts from the workshop held November 6--12, 2022 (Q6095407) (← links)
• Spectral design of anomalous diffusion (Q6095667) (← links)
• Power Brownian motion (Q6138892) (← links)
• Order estimate of functionals related to fractional Brownian motion (Q6157010) (← links)
• A generalized stochastic process: fractional \(G\)-Brownian motion (Q6164852) (← links)
• Small ball probabilities and large deviations for grey Brownian motion (Q6177633) (← links)
• Nonsymmetric examples for Gaussian correlation inequalities (Q6178686) (← links)
• The long time behavior of the fractional Ornstein-Uhlenbeck process with linear self-repelling drift (Q6192420) (← links)
• Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations (Q6494475) (← links)
• Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion (Q6541092) (← links)
• Beta Brownian motion (Q6562982) (← links)
• Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion (Q6564549) (← links)
• Berry-Esséen bounds and almost sure CLT for the quadratic variation of a class of Gaussian process (Q6571719) (← links)
• Nonparametric estimation of trend for SDEs driven by a Gaussian process (Q6588651) (← links)
• Asymptotic expansion of the quadratic variation of fractional stochastic differential equation (Q6596203) (← links)
• Approximation rates for deep calibration of (rough) stochastic volatility models (Q6606848) (← links)
• Probabilistic models and statistics for electronic financial markets in the digital age (Q6618240) (← links)
• A class of processes defined in the white noise space through generalized fractional operators (Q6635688) (← links)
• Parameter estimation for fractional power type diffusion: A hybrid Bayesian-deep learning approach (Q6641336) (← links)
• On the cross-variation of a class of stochastic processes (Q6657389) (← links)
• Power Brownian motion: an Ornstein-Uhlenbeck lookout (Q6658798) (← links)
• Finite-time Lyapunov exponents for SPDEs with fractional noise (Q6666587) (← links)
• Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes (Q6669468) (← links)