Pages that link to "Item:Q5056592"
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The following pages link to Girsanov theorem for multifractional Brownian processes (Q5056592):
Displaying 5 items.
- Girsanov's formula for \(G\)-Brownian motion (Q1939341) (← links)
- Applications of the Girsanov theorem for multivariate fractional Brownian motions (Q2048476) (← links)
- (Q3416482) (← links)
- Multifractional Brownian motion characterization based on Hurst exponent estimation and statistical learning (Q6567626) (← links)
- Existence and uniqueness of solutions to nonlinear functional integral Itô equations (Q6661320) (← links)