Pages that link to "Item:Q5570525"

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

Displaying 50 items.

• Visibility graph analysis for re-sampled time series from auto-regressive stochastic processes (Q2004821) (← links)
• Fractional Gaussian estimates and holomorphy of semigroups (Q2007845) (← links)
• Covariance-based dissimilarity measures applied to clustering wide-sense stationary ergodic processes (Q2008644) (← links)
• Properties and distribution of the dynamical functional for the fractional Gaussian noise (Q2009542) (← links)
• Mixed fractional Brownian motion: a spectral take (Q2011263) (← links)
• Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations (Q2011508) (← links)
• The local time of the fractional Ornstein-Uhlenbeck process (Q2015425) (← links)
• Emergence of heavy-tailed distributions in a random multiplicative model driven by a Gaussian stochastic process (Q2016548) (← links)
• Analysis of natural and artificial phenomena using signal processing and fractional calculus (Q2017471) (← links)
• Approximate controllability from the exterior of space-time fractional wave equations (Q2019990) (← links)
• Renormalization group and fractional calculus methods in a complex world: a review (Q2020222) (← links)
• Realization of the fractional Laplacian with nonlocal exterior conditions via forms method (Q2021539) (← links)
• Well-posedness results for a class of semilinear time-fractional diffusion equations (Q2023296) (← links)
• Fractional \((s,p)\)-Robin-Venttsel' problems on extension domains (Q2028647) (← links)
• On high-order schemes for tempered fractional partial differential equations (Q2029138) (← links)
• Young and rough differential inclusions (Q2039480) (← links)
• Weak existence and uniqueness for affine stochastic Volterra equations with \(L^1\)-kernels (Q2040079) (← links)
• Comparing the stochastic nonlinear wave and heat equations: a case study (Q2042850) (← links)
• Stability of stochastic differential equations driven by multifractional Brownian motion (Q2042917) (← links)
• A general frequency domain estimation method for Gegenbauer processes (Q2046057) (← links)
• Approximate and mean approximate controllability properties for Hilfer time-fractional differential equations (Q2046195) (← links)
• Time-inhomogeneous Gaussian stochastic volatility models: large deviations and super roughness (Q2048130) (← links)
• Stochastic partial differential equations with gradient driven by space-time fractional noises (Q2048173) (← links)
• A Petrov-Galerkin finite element method using polyfractonomials to solve stochastic fractional differential equations (Q2048420) (← links)
• RKH spaces of Brownian type defined by Cesàro-Hardy operators (Q2050655) (← links)
• Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation (Q2051161) (← links)
• Results on nonlocal stochastic integro-differential equations driven by a fractional Brownian motion (Q2053453) (← links)
• Well-posedness results and blow-up for a semi-linear time fractional diffusion equation with variable coefficients (Q2055184) (← links)
• Some properties of the fractal convolution of functions (Q2059241) (← links)
• Complexity-based permutation entropies: from deterministic time series to white noise (Q2060644) (← links)
• Order flow in the financial markets from the perspective of the fractional Lévy stable motion (Q2060649) (← links)
• Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process (Q2061505) (← links)
• Pricing vulnerable options in a mixed fractional Brownian motion with jumps (Q2063466) (← links)
• Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
• Dynamical fractional and multifractal fields (Q2067202) (← links)
• Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory (Q2068436) (← links)
• The sub-fractional CEV model (Q2068536) (← links)
• Ergodic property of Langevin systems with superstatistical, uncorrelated or correlated diffusivity (Q2069233) (← links)
• Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime (Q2069785) (← links)
• Generalized fractional Gaussian noise and its application to traffic modeling (Q2070254) (← links)
• Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients (Q2070590) (← links)
• Intermediate dimension of images of sequences under fractional Brownian motion (Q2070598) (← links)
• Stochastic integration with respect to fractional processes in Banach spaces (Q2076309) (← links)
• Generalized Bernoulli process: simulation, estimation, and application (Q2076955) (← links)
• Random attractors for dissipative systems with rough noises (Q2078359) (← links)
• A theoretical framework for the TTA algorithm (Q2078703) (← links)
• Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\) (Q2082686) (← links)
• Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion (Q2084843) (← links)
• Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion (Q2087506) (← links)
• Emergence of non-Fickian transport in truncated pluri-Gaussian permeability fields (Q2087765) (← links)