Pages that link to "Item:Q1283872"
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The following pages link to Fractional Brownian motion and the Markov property (Q1283872):
Displaying 29 items.
- Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2 (Q1411879) (← links)
- A remark on non-Markov property of a fractional Brownian motion (Q1775373) (← links)
- Strong approximation of fractional Brownian motion by moving averages of simple random walks. (Q1879522) (← links)
- Strong convergence rates for Markovian representations of fractional processes (Q2033871) (← links)
- Fractionally integrated Gauss-Markov processes and applications (Q2038125) (← links)
- Linear-quadratic control for a class of stochastic Volterra equations: solvability and approximation (Q2240882) (← links)
- Markovian structure of the Volterra Heston model (Q2322574) (← links)
- A maximal inequality for fractional Brownian motions (Q2414733) (← links)
- Affine representations of fractional processes with applications in mathematical finance (Q2419969) (← links)
- \(n\)-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes. (Q2574559) (← links)
- Spectral properties of superpositions of Ornstein-Uhlenbeck type processes (Q2583517) (← links)
- Some applications of fractional Brownian motion to linear systems (Q2722573) (← links)
- Analysis, simulation and impedance operator of a nonlocal model of porous medium for acoustic control (Q2971378) (← links)
- FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES (Q3149362) (← links)
- Superposition of Diffusions with Linear Generator and its Multifractal Limit Process (Q4709879) (← links)
- Pricing American options by exercise rate optimization (Q4957236) (← links)
- Trading Fractional Brownian Motion (Q4971980) (← links)
- American Options in the Volterra Heston Model (Q5080128) (← links)
- Integral representation of generalized grey Brownian motion (Q5086494) (← links)
- Multifactor Approximation of Rough Volatility Models (Q5227408) (← links)
- WEAK ERROR RATES FOR OPTION PRICING UNDER LINEAR ROUGH VOLATILITY (Q5878691) (← links)
- Stochastic calculus with respect to Gaussian processes (Q5917508) (← links)
- Wiener Spiral for Volatility Modeling (Q6090352) (← links)
- Markovian approximations of stochastic Volterra equations with the fractional kernel (Q6101020) (← links)
- Universal regular conditional distributions via probabilistic transformers (Q6101232) (← links)
- Approximation of Stochastic Volterra Equations with kernels of completely monotone type (Q6140843) (← links)
- Weak Error Rates of Numerical Schemes for Rough Volatility (Q6159079) (← links)
- Optimal control in linear-quadratic stochastic advertising models with memory (Q6581917) (← links)
- Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations (Q6635684) (← links)
