Pages that link to "Item:Q2787467"
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The following pages link to Itô's formula for a sub-fractional Brownian motion (Q2787467):
Displaying 28 items.
- Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion (Q410231) (← links)
- Stochastic integration with respect to the sub-fractional Brownian motion with (Q419214) (← links)
- On the convergence to the multiple subfractional Wiener-Itō integral (Q457622) (← links)
- Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion (Q459482) (← links)
- Stochastic delay evolution equations driven by sub-fractional Brownian motion (Q738498) (← links)
- Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion (Q778250) (← links)
- From intersection local time to the Rosenblatt process (Q895915) (← links)
- Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\). (Q1433879) (← links)
- Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion (Q1684055) (← links)
- The structure of autocovariance matrix of discrete time subfractional Brownian motion (Q1720744) (← links)
- Nonparametric regression with subfractional Brownian motion via Malliavin calculus (Q1724626) (← links)
- Least squares estimator for \(\alpha\)-sub-fractional bridges (Q1785806) (← links)
- On the self-intersection local time of subfractional Brownian motion (Q1938192) (← links)
- Maximum likelihood estimation for sub-fractional Vasicek model (Q2066932) (← links)
- The sub-fractional CEV model (Q2068536) (← links)
- Fractional Lévy stable motion: finite difference iterative forecasting model (Q2120387) (← links)
- Pricing of perpetual American put option with sub-mixed fractional Brownian motion (Q2175773) (← links)
- The \(\mathcal S\)-transform of sub-fBm and an application to a class of linear subfractional BSDEs (Q2248470) (← links)
- The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (Q2441133) (← links)
- An Itô type formula for the fractional Brownian motion in Brownian time (Q2514291) (← links)
- Generalized Cauchy process based on heavy-tailed distribution and grey relational analysis for reliability predicting of distribution systems (Q2686800) (← links)
- Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion (Q4685690) (← links)
- Approximation to two independent Gaussian processes from a unique Lévy process and applications (Q5078018) (← links)
- Impulsive fractional stochastic differential inclusions driven by sub-Fractional Brownian motion with infinite delay and sectorial operators (Q5164677) (← links)
- Stochastic Integral for Non-Adapted Processes Related to Sub-Fractional Brownian Motion when $H>1/2$ (Q5164680) (← links)
- Nonparametric estimation of linear multiplier for processes driven by subfractional Brownian motion (Q5231189) (← links)
- Impulsive stochastic differential equations involving Hilfer fractional derivatives (Q5877153) (← links)
- Fractional processes and their statistical inference: an overview (Q6149600) (← links)
