Pages that link to "Item:Q2808335"

The following pages link to On spectral simulation of fractional Brownian motion (Q2808335):

Displaying 31 items.

• A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation (Q281431) (← links)
• Out of sample forecasts of quadratic variation (Q299250) (← links)
• Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
• A strong uniform approximation of fractional Brownian motion by means of transport processes (Q734645) (← links)
• Two approximation methods to synthesize the power spectrum of fractional Gaussian noise (Q1020907) (← links)
• Hausdorff dimension of the record set of a fractional Brownian motion (Q1748576) (← links)
• New methods for simulation of fractional Brownian motion (Q1924856) (← links)
• Simulation of generalized fractional Brownian motion in \(C([0,T])\) (Q1990058) (← links)
• Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus (Q2105064) (← links)
• Optimal strong convergence of finite element methods for one-dimensional stochastic elliptic equations with fractional noise (Q2113639) (← links)
• A harmonically weighted filter for cyclical long memory processes (Q2125731) (← links)
• Bayesian inference for fractional oscillating Brownian motion (Q2135897) (← links)
• Experimental study of the influence of an irregular sample on the estimation of the Hurst parameter (Q2197373) (← links)
• Extreme-strike asymptotics for general Gaussian stochastic volatility models (Q2422124) (← links)
• Fractional Brownian heavy traffic approximations of multiclass feedforward queueing networks (Q2572909) (← links)
• Resemblance of the power-law scaling behavior of a non-Markovian and nonlinear point processes (Q2677477) (← links)
• Sensitivities \textit{via} rough paths (Q2786491) (← links)
• Modeling and Computation of Bose-Einstein Condensates: Stationary States, Nucleation, Dynamics, Stochasticity (Q2808153) (← links)
• Approximation of random variables by functionals of the increments of a fractional Brownian motion (Q2923394) (← links)
• Simulation of a fractional Brownian motion in the space $L_p([0,T])$ (Q3120621) (← links)
• (Q3124884) (← links)
• Approximation of the first passage time distribution for the birth–death processes (Q3303375) (← links)
• Estimation of the Hurst parameter in some fractional processes (Q4922651) (← links)
• ɛ-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations (Q5000646) (← links)
• Simulation of a strictly φ-sub-Gaussian generalized fractional Brownian motion (Q5018558) (← links)
• Anomalous diffusion: fractional Brownian motion vs fractional Ito motion (Q5049708) (← links)
• Spectral design of anomalous diffusion (Q6095667) (← links)
• Mapping time series into signed networks via horizontal visibility graph (Q6140193) (← links)
• Regular and anomalous diffusion. I: Foundations (Q6561867) (← links)
• Beta Brownian motion (Q6562982) (← links)
• Power Brownian motion: an Ornstein-Uhlenbeck lookout (Q6658798) (← links)