Pages that link to "Item:Q2875258"

The following pages link to White noise-based stochastic calculus with respect to multifractional Brownian motion (Q2875258):

Displaying 20 items.

• On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion (Q404600) (← links)
• Whitening filter and innovational representation of fractional Brownian motion (Q712152) (← links)
• The density of solutions to multifractional stochastic Volterra integro-differential equations (Q898364) (← links)
• Itô's formula for Gaussian processes with stochastic discontinuities (Q2184825) (← links)
• Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions (Q2434498) (← links)
• Partial functional quantization and generalized bridges (Q2448710) (← links)
• White noise based stochastic calculus associated with a class of Gaussian processes (Q2901959) (← links)
• Local times for multifractional Brownian motion in higher dimensions: A white noise approach (Q2956589) (← links)
• An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion (Q3043438) (← links)
• Self-intersection local times for multifractional Brownian motion in higher dimensions: A white noise approach (Q3298329) (← links)
• Nonexplosion Criteria for Solutions of SDE with Fractional Brownian Motion (Q3423696) (← links)
• Self-exciting multifractional processes (Q4964779) (← links)
• A New Approach to Stochastic Integration with Respect to Fractional Brownian Motion for No Adapted Processes (Q5033268) (← links)
• Girsanov theorem for multifractional Brownian processes (Q5056592) (← links)
• Differential equations driven by variable order Hölder noise and the regularizing effect of delay (Q5086475) (← links)
• An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion (Q5876563) (← links)
• Stochastic calculus with respect to Gaussian processes (Q5915903) (← links)
• Mittag-Leffler analysis. II: Application to the fractional heat equation. (Q5965170) (← links)
• Multifractional Hermite processes: definition and first properties (Q6056578) (← links)
• General transfer formula for stochastic integral with respect to multifractional Brownian motion (Q6204809) (← links)