Pages that link to "Item:Q455365"

The following pages link to Selected aspects of fractional Brownian motion. (Q455365):

Displaying 50 items.

• Quantitative stable limit theorems on the Wiener space (Q272936) (← links)
• Solving a stochastic heat equation driven by a bi-fractional noise (Q276352) (← links)
• The fractional derivative for fractional Brownian local time with Hurst index large than 1/2 (Q284812) (← links)
• Fisher information and the fourth moment theorem (Q297460) (← links)
• Asymptotic behavior of the solution of the fractional heat equation (Q310626) (← links)
• On the non-commutative fractional Wishart process (Q333124) (← links)
• Berry-Esseen type bound of a sequence \(\left\{\frac{X_N}{Y_N}\right\}\) and its application (Q334831) (← links)
• The quadratic variation for mixed-fractional Brownian motion (Q347449) (← links)
• A random matrix approximation for the non-commutative fractional Brownian motion (Q501830) (← links)
• Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes (Q530368) (← links)
• Rosenblatt Laplace motion (Q670530) (← links)
• The transport equation and zero quadratic variation processes (Q727466) (← links)
• The sequential empirical process of a random walk in random scenery (Q737180) (← links)
• Small-time asymptotics for Gaussian self-similar stochastic volatility models (Q781554) (← links)
• Sample paths estimates for stochastic fast-slow systems driven by fractional Brownian motion (Q781802) (← links)
• A law of iterated logarithm for the subfractional Brownian motion and an application (Q824542) (← links)
• A uniform result for the dimension of fractional Brownian motion level sets (Q826734) (← links)
• Optimal controller for a nonautonomous linear stochastic system with a two-sided cost functional (Q827888) (← links)
• New and refined bounds for expected maxima of fractional Brownian motion (Q1640943) (← links)
• Bismut formula for a stochastic heat equation with fractional noise (Q1640947) (← links)
• A note on exponential stability of non-autonomous linear stochastic differential delay equations driven by a fractional Brownian motion with Hurst index \(> \frac{1}{2}\) (Q1642262) (← links)
• Forecasting of time data with using fractional Brownian motion (Q1693943) (← links)
• Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion (Q1755930) (← links)
• A note on fractional Brownian motion (Q1879158) (← links)
• A class of micropulses and antipersistent fractional Brownian motion (Q1909950) (← links)
• On a covariance structure of some subset of self-similar Gaussian processes (Q2000134) (← links)
• An integral functional driven by fractional Brownian motion (Q2000147) (← links)
• Behavior of the Hermite sheet with respect to the Hurst index (Q2000160) (← links)
• Fractional calculus: quo vadimus? (where are we going?) (Q2017477) (← links)
• Random Fourier series with dependent random variables (Q2038966) (← links)
• On the convergence of series of dependent random variables (Q2042038) (← links)
• Forward and symmetric Wick-Itô integrals with respect to fractional Brownian motion (Q2048181) (← links)
• Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model (Q2059103) (← links)
• Zeros of Gaussian power series, Hardy spaces and determinantal point processes (Q2062147) (← links)
• Statistical inference for nonergodic weighted fractional Vasicek models (Q2062450) (← links)
• Probabilistic approach to the heat equation with a dynamic Hardy-type potential (Q2074988) (← links)
• Random attractors for dissipative systems with rough noises (Q2078359) (← links)
• Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus (Q2105064) (← links)
• A generalized change of variable formula for the Young integral (Q2113228) (← links)
• Almost periodic solutions in distribution to affine stochastic differential equations driven by a fractional Brownian motion (Q2113579) (← links)
• Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters (Q2142855) (← links)
• Asymptotics of the cross-variation of Young integrals with respect to a general self-similar Gaussian process (Q2151984) (← links)
• Least squares type estimation for discretely observed non-ergodic Gaussian Ornstein-Uhlenbeck processes (Q2153101) (← links)
• A new framework for multivariate general conformable fractional calculus and potential applications (Q2153444) (← links)
• The density of the \((\alpha ,d,\beta)\)-superprocess and singular solutions to a fractional non-linear PDE (Q2155530) (← links)
• Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean (Q2167326) (← links)
• A generative model for fBm with deep ReLU neural networks (Q2171942) (← links)
• Sojourn time dimensions of fractional Brownian motion (Q2174973) (← links)
• Stratonovich type integration with respect to fractional Brownian motion with Hurst parameter less than \(1/2\) (Q2175010) (← links)
• Continuous Breuer-Major theorem: tightness and nonstationarity (Q2184814) (← links)