Pages that link to "Item:Q2116735"
From MaRDI portal
The following pages link to Density estimates for the exponential functionals of fractional Brownian motion (Q2116735):
Displaying 8 items.
- Tail probability estimates for additive functionals (Q334081) (← links)
- Tail estimates for exponential functionals and applications to SDEs (Q1630664) (← links)
- Projection estimators of the stationary density of a differential equation driven by the fractional Brownian motion (Q2244561) (← links)
- Kolmogorov distance between the exponential functionals of fractional Brownian motion (Q2324104) (← links)
- Methods for evaluating density functions of exponential functionals represented as integrals of geometric Brownian motion (Q2583513) (← links)
- (Q5498830) (← links)
- Density estimates and central limit theorem for the functional of fractional SDEs (Q5742386) (← links)
- Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion (Q6564549) (← links)