Pages that link to "Item:Q2803666"
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The following pages link to Fractional Brownian motion in a nutshell (Q2803666):
Displaying 15 items.
- When does fractional Brownian motion not behave as a continuous function with bounded variation? (Q990924) (← links)
- On the variance of squarefree integers in short intervals and arithmetic progressions (Q2035533) (← links)
- Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure (Q2048833) (← links)
- Approximation of SDEs: a stochastic sewing approach (Q2067662) (← links)
- Intermediate dimension of images of sequences under fractional Brownian motion (Q2070598) (← links)
- ELS pricing and hedging in a fractional Brownian motion environment (Q2128261) (← links)
- Fractional randomness and the Brownian bridge (Q2149284) (← links)
- Characterization of time series via Rényi complexity-entropy curves (Q2150305) (← links)
- Fractional Brownian motion satisfies two-way crossing (Q2405166) (← links)
- Long memory estimation in a non-Gaussian bivariate process (Q2668362) (← links)
- Simulation of a fractional Brownian motion in the space $L_p([0,T])$ (Q3120621) (← links)
- From fractional Brownian motion to multifractional and multistable motion (Q3462444) (← links)
- Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets (Q5042125) (← links)
- A Brief Introduction to DFA-Based Multiscale Analysis (Q5054204) (← links)
- Numerical approximation and fast evaluation of the overdamped generalized Langevin equation with fractional noise (Q5110269) (← links)