Pages that link to "Item:Q4796580"

The following pages link to CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS (Q4796580):

Displaying 23 items.

• Asymptotic theory for fractional regression models via Malliavin calculus (Q430976) (← links)
• On the linear fractional self-attracting diffusion (Q927251) (← links)
• Brownian and fractional Brownian stochastic currents via Malliavin calculus (Q1048164) (← links)
• Some processes associated with fractional Bessel processes (Q1780930) (← links)
• Chaotic expansion and smoothness of some functionals of the fractional Brownian motion (Q1890282) (← links)
• Renormalized self-intersection local time of bifractional Brownian motion (Q2061456) (← links)
• Approximation of fractional local times: zero energy and derivatives (Q2240878) (← links)
• Smoothness of local times and self-intersection local times of Gaussian random fields (Q2355245) (← links)
• On the local times of fractional Ornstein-Uhlenbeck process (Q2433113) (← links)
• The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (Q2441133) (← links)
• Sample path properties of bifractional Brownian motion (Q2469664) (← links)
• (Q3070669) (← links)
• The local time of the linear self-attracting diffusion driven by weighted fractional Brownian motion (Q3305807) (← links)
• Regularity of the Local Time for the <i>d</i>-dimensional Fractional Brownian Motion with <i>N</i>-parameters (Q4678740) (← links)
• Weighted Local Time for Fractional Brownian Motion and Applications to Finance (Q4678743) (← links)
• Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion (Q5024373) (← links)
• Renormalization Of The Local Time For The <i>d</i>-Dimensional Fractional Brownian Motion With <i>N</i> Parameters (Q5421088) (← links)
• On the Weighted Local Time and the Tanaka Formula for the Multidimensional Fractional Brownian Motion (Q5443469) (← links)
• Stochastic analysis for vector-valued generalized grey Brownian motion (Q6040482) (← links)
• Limit theorems for additive functionals of the fractional Brownian motion (Q6045519) (← links)
• Existence and smoothness of local time and self-intersection local time for spherical Gaussian random fields (Q6058430) (← links)
• Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment (Q6131370) (← links)
• A class of processes defined in the white noise space through generalized fractional operators (Q6635688) (← links)