Pages that link to "Item:Q2497605"
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The following pages link to On some generalization of fractional Brownian motions (Q2497605):
Displaying 23 items.
- A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion (Q508259) (← links)
- Generalized fractional Brownian motion (Q522549) (← links)
- On the relation between the fractional Brownian motion and the fractional derivatives (Q552747) (← links)
- Type I and type II fractional Brownian motions: a reconsideration (Q961404) (← links)
- On fractional Brownian processes (Q1301761) (← links)
- Alternative forms of fractional Brownian motion (Q1304352) (← links)
- On some possible generalizations of fractional Brownian motion. (Q1569539) (← links)
- A remark on non-Markov property of a fractional Brownian motion (Q1775373) (← links)
- On Gaussian processes equivalent in law to fractional Brownian motion (Q1827446) (← links)
- Chaotic expansion and smoothness of some functionals of the fractional Brownian motion (Q1890282) (← links)
- A generalisation of the fractional Brownian field based on non-Euclidean norms (Q2348415) (← links)
- How rich is the class of multifractional Brownian motions? (Q2490056) (← links)
- Some fractional and multifractional Gaussian processes: a brief introduction (Q2803665) (← links)
- THE ROBUST FRACTAL ANALYSIS OF TIME SERIES: CONCERNING SIGNAL CLASS AND DATA LENGTH (Q3011235) (← links)
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- A generalized stochastic process: fractional \(G\)-Brownian motion (Q6164852) (← links)