Pages that link to "Item:Q347449"
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The following pages link to The quadratic variation for mixed-fractional Brownian motion (Q347449):
Displaying 9 items.
- Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion (Q254476) (← links)
- \(\Phi \)-variation of a bifractional Brownian motion (Q736135) (← links)
- A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion (Q882907) (← links)
- Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\) (Q971938) (← links)
- Mixed fractional Brownian motion (Q1611573) (← links)
- Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion (Q2194056) (← links)
- Spectral characterization of the quadratic variation of mixed Brownian-fractional Brownian motion (Q2392829) (← links)
- Brownian motion with quadratic killing and some implications (Q4727160) (← links)
- (Q4896006) (← links)