Pages that link to "Item:Q4226120"
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The following pages link to Fractional Brownian motion: theory and applications (Q4226120):
Displaying 48 items.
- Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach (Q437400) (← links)
- Selected aspects of fractional Brownian motion. (Q455365) (← links)
- Stochastic Green's theorem for fractional Brownian sheet and its application (Q459488) (← links)
- Stochastic averaging principle for dynamical systems with fractional Brownian motion (Q478249) (← links)
- On the relation between the fractional Brownian motion and the fractional derivatives (Q552747) (← links)
- Approximations of fractional Brownian motion (Q654403) (← links)
- Averaging dynamics driven by fractional Brownian motion (Q782404) (← links)
- An Itô-Stratonovich formula for Gaussian processes: A Riemann sums approach (Q952826) (← links)
- Type I and type II fractional Brownian motions: a reconsideration (Q961404) (← links)
- Modelling and analysis of fractional Brownian motions (Q1279411) (← links)
- An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions (Q1304018) (← links)
- Alternative forms of fractional Brownian motion (Q1304352) (← links)
- Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2 (Q1411879) (← links)
- Fractional Brownian motion with complex variance via random walk in the complex plane and applications (Q1573899) (← links)
- Prediction law of fractional Brownian motion (Q1687206) (← links)
- Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes (Q1690493) (← links)
- Lyapunov techniques for stochastic differential equations driven by fractional Brownian motion (Q1723782) (← links)
- Numerical implementation of stochastic operational matrix driven by a fractional Brownian motion for solving a stochastic differential equation (Q1724323) (← links)
- A frequency domain approach to some results on fractional Brownian motion (Q1871323) (← links)
- A note on fractional Brownian motion (Q1879158) (← links)
- Strong approximation of fractional Brownian motion by moving averages of simple random walks. (Q1879522) (← links)
- A stochastic maximum principle for general controlled systems driven by fractional Brownian motions (Q1996147) (← links)
- Stochastic Volterra equation driven by Wiener process and fractional Brownian motion (Q2015764) (← links)
- Applications of the Girsanov theorem for multivariate fractional Brownian motions (Q2048476) (← links)
- Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle (Q2075900) (← links)
- Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus (Q2105064) (← links)
- Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion (Q2119885) (← links)
- Fractional randomness and the Brownian bridge (Q2149284) (← links)
- Fractional Brownian motions ruled by nonlinear equations (Q2187110) (← links)
- Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion (Q2207972) (← links)
- CEV model equipped with the long-memory (Q2226287) (← links)
- Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion (Q2338248) (← links)
- The 1/\(H\)-variation of the divergence integral with respect to the fractional Brownian motion for \(H>1/2\) and fractional Bessel processes (Q2485819) (← links)
- Large deviations and Berry-Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion (Q2660757) (← links)
- Some applications of fractional Brownian motion to linear systems (Q2722573) (← links)
- Fractional noise destroys or induces a stochastic bifurcation (Q2787896) (← links)
- From fractional Brownian motion to multifractional and multistable motion (Q3462444) (← links)
- Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion (Q3535734) (← links)
- Distribution processes with stationary fractional increments (Q4226116) (← links)
- (Q4407596) (← links)
- Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes (Q4584277) (← links)
- (Q4688502) (← links)
- Drap brownien fractionnaire (Q4937444) (← links)
- Optimization of small deviation for mixed fractional Brownian motion with trend (Q5086459) (← links)
- Stochastic calculus with respect to Gaussian processes (Q5917508) (← links)
- Fractional Brownian motion, random walks and binary market models (Q5950464) (← links)
- Second-order neutral impulsive stochastic evolution equations with infinite delay: existence, uniqueness and averaging principle (Q6557216) (← links)
- Averaging principles for two-time-scale neutral stochastic delay partial differential equations driven by fractional Brownian motions (Q6647793) (← links)
