Pages that link to "Item:Q3541200"
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The following pages link to Discrete approximation of stochastic integrals with respect to fractional Brownian motion of Hurst index<i>H</i>>1/2 (Q3541200):
Displaying 5 items.
- On the approximate discrete KLT of fractional Brownian motion and applications (Q1622267) (← links)
- Rate of convergence for discretization of integrals with respect to fractional Brownian motion (Q2346985) (← links)
- On the connection between Molchan-Golosov and Mandelbrot-van Ness representations of fractional Brownian motion (Q2426596) (← links)
- The 1/\(H\)-variation of the divergence integral with respect to the fractional Brownian motion for \(H>1/2\) and fractional Bessel processes (Q2485819) (← links)
- Analysis of the Rosenblatt process (Q5190284) (← links)
