Pages that link to "Item:Q2787530"
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The following pages link to Stochastic calculus for Gaussian processes and application to hitting times (Q2787530):
Displaying 12 items.
- On the \(\frac{1}{H}\)-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter \(H < \frac{1}{2}\) (Q491179) (← links)
- Stochastic analysis of Gaussian processes via Fredholm representation (Q507678) (← links)
- Properties of hitting times for \(G\)-martingales and their applications (Q555022) (← links)
- A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes (Q1668539) (← links)
- Fluctuations for matrix-valued Gaussian processes (Q2080809) (← links)
- A stochastic calculus for Rosenblatt processes (Q2145804) (← links)
- Itô's formula for Gaussian processes with stochastic discontinuities (Q2184825) (← links)
- Convergence of the empirical spectral distribution of Gaussian matrix-valued processes (Q2631835) (← links)
- Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process (Q3120627) (← links)
- Stochastic calculus with respect to Gaussian processes (Q5915903) (← links)
- General transfer formula for stochastic integral with respect to multifractional Brownian motion (Q6204809) (← links)
- Stochastic ordering for hitting times of fractional Brownian motions (Q6540905) (← links)
