Pages that link to "Item:Q453268"
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The following pages link to Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus (Q453268):
Displaying 4 items.
- On asymptotic constants in the theory of extremes for Gaussian processes (Q396021) (← links)
- On the approximate discrete KLT of fractional Brownian motion and applications (Q1622267) (← links)
- Time-inhomogeneous Gaussian stochastic volatility models: large deviations and super roughness (Q2048130) (← links)
- A Fractional Donsker Theorem (Q5413864) (← links)