Pages that link to "Item:Q2434498"
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The following pages link to Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions (Q2434498):
Displaying 13 items.
- Stochastic evolution equations with Volterra noise (Q511134) (← links)
- The density of solutions to multifractional stochastic Volterra integro-differential equations (Q898364) (← links)
- Multiple stochastic fractional integrals: A transfer principle for multiple stochastic fractional integrals (Q1394552) (← links)
- Regularity of multifractional moving average processes with random Hurst exponent (Q1979895) (← links)
- Solutions of a disease model with fractional white noise (Q2120701) (← links)
- White noise-based stochastic calculus with respect to multifractional Brownian motion (Q2875258) (← links)
- Stochastic integrals driven by fractional Brownian motion and arbitrage: a tale of two integrals (Q3645196) (← links)
- Girsanov theorem for multifractional Brownian processes (Q5056592) (← links)
- Differential equations driven by variable order Hölder noise and the regularizing effect of delay (Q5086475) (← links)
- MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS (Q5416706) (← links)
- Stochastic calculus with respect to Gaussian processes (Q5915903) (← links)
- Multifractional Hermite processes: definition and first properties (Q6056578) (← links)
- General transfer formula for stochastic integral with respect to multifractional Brownian motion (Q6204809) (← links)