Pages that link to "Item:Q2514291"
From MaRDI portal
The following pages link to An Itô type formula for the fractional Brownian motion in Brownian time (Q2514291):
Displaying 7 items.
- Transformation formulas for fractional Brownian motion (Q855681) (← links)
- A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4 (Q1017711) (← links)
- Itô formula and local time for the fractional {B}rownian sheet (Q1767507) (← links)
- Asymptotic behavior of weighted power variations of fractional Brownian motion in Brownian time (Q1800946) (← links)
- Change-of-variable formula for the bi-dimensional fractional Brownian motion in Brownian time (Q3465402) (← links)
- (Q4392957) (← links)
- Strong approximation of stochastic processes at random times and application to their exact simulation (Q4584675) (← links)