Pages that link to "Item:Q3465402"
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The following pages link to Change-of-variable formula for the bi-dimensional fractional Brownian motion in Brownian time (Q3465402):
Displaying 4 items.
- A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4 (Q1017711) (← links)
- Fractional Brownian motion time-changed by gamma and inverse gamma process (Q1620341) (← links)
- Asymptotic behavior of weighted power variations of fractional Brownian motion in Brownian time (Q1800946) (← links)
- An Itô type formula for the fractional Brownian motion in Brownian time (Q2514291) (← links)