Pages that link to "Item:Q2267606"

The following pages link to On the collision local time of sub-fractional Brownian motions (Q2267606):

Displaying 34 items.

• Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion (Q410231) (← links)
• Stochastic integration with respect to the sub-fractional Brownian motion with (Q419214) (← links)
• Particle picture interpretation of some Gaussian processes related to fractional Brownian motion (Q424526) (← links)
• On the convergence to the multiple subfractional Wiener-Itō integral (Q457622) (← links)
• Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion (Q459482) (← links)
• Remarks on an integral functional driven by sub-fractional Brownian motion (Q634857) (← links)
• Stochastic delay evolution equations driven by sub-fractional Brownian motion (Q738498) (← links)
• Smoothness for the collision local times of bifractional Brownian motions (Q763663) (← links)
• A law of iterated logarithm for the subfractional Brownian motion and an application (Q824542) (← links)
• The exact asymptotic of the collision time tail distribution for independent Brownian particles with different drifts (Q946490) (← links)
• Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
• Parametric estimation in the Vasicek-type model driven by sub-fractional Brownian motion (Q1712059) (← links)
• Nonparametric regression with subfractional Brownian motion via Malliavin calculus (Q1724626) (← links)
• Least squares estimator for \(\alpha\)-sub-fractional bridges (Q1785806) (← links)
• On the self-intersection local time of subfractional Brownian motion (Q1938192) (← links)
• Volatility estimation of general Gaussian Ornstein-Uhlenbeck process (Q2006737) (← links)
• Lower functions and Chung's LILs of the generalized fractional Brownian motion (Q2147811) (← links)
• A limit law for functionals of multiple independent fractional Brownian motions (Q2153377) (← links)
• The \(\mathcal S\)-transform of sub-fBm and an application to a class of linear subfractional BSDEs (Q2248470) (← links)
• Existence and exponential stability for neutral stochastic integro-differential equations with impulses driven by a Rosenblatt process (Q2284891) (← links)
• Smoothness of local times and self-intersection local times of Gaussian random fields (Q2355245) (← links)
• On the collision local time of fractional Brownian motions (Q2385393) (← links)
• Chung's law of the iterated logarithm for subfractional Brownian motion (Q2403997) (← links)
• The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (Q2441133) (← links)
• Random walks and subfractional Brownian motion (Q2815969) (← links)
• Smoothness of the collision local times of sub-fractional Brownian motions (Q2992258) (← links)
• Collision Local Times and Measure-Valued Processes (Q4007700) (← links)
• Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus (Q4976209) (← links)
• Approximation to two independent Gaussian processes from a unique Lévy process and applications (Q5078018) (← links)
• Statistical inference for Vasicek-type model driven by self-similar Gaussian processes (Q5085589) (← links)
• Estimators for the Drift of Subfractional Brownian Motion (Q5419669) (← links)
• An Approximation of Subfractional Brownian Motion (Q5419689) (← links)
• Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation (Q5875190) (← links)
• On the cross-variation of a class of stochastic processes (Q6657389) (← links)