Pages that link to "Item:Q5198634"

The following pages link to Representation of a fractional Brownian motion in terms of an infinite-dimensional Ornstein-Uhlenbeck process (Q5198634):

Displaying 23 items.

• Erratum: ``A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand'' (Q428734) (← links)
• A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand (Q1038937) (← links)
• Fractional Brownian motion and the Markov property (Q1283872) (← links)
• Option pricing under fast-varying and rough stochastic volatility (Q1630429) (← links)
• On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion (Q1643756) (← links)
• A frequency domain approach to some results on fractional Brownian motion (Q1871323) (← links)
• Strong convergence rates for Markovian representations of fractional processes (Q2033871) (← links)
• The Mandelbrot-Van Ness fractional Brownian motion is infinitely differentiable with respect to its Hurst parameter (Q2321087) (← links)
• Reflection negative kernels and fractional Brownian motion (Q2333600) (← links)
• A maximal inequality for fractional Brownian motions (Q2414733) (← links)
• Affine representations of fractional processes with applications in mathematical finance (Q2419969) (← links)
• Time reversal for drifted fractional Brownian motion with Hurst index \(H > 1/2\) (Q2462006) (← links)
• On the representation of fractional Brownian motion as an integral with respect to \((dt)^a\) (Q2484680) (← links)
• Short-time at-the-money skew and rough fractional volatility (Q4555069) (← links)
• Correction to Black--Scholes Formula Due to Fractional Stochastic Volatility (Q4607044) (← links)
• REPLICATION SCHEME FOR THE PRICING OF EUROPEAN OPTIONS (Q5010065) (← links)
• Integral representation of generalized grey Brownian motion (Q5086494) (← links)
• Multifactor Approximation of Rough Volatility Models (Q5227408) (← links)
• (Q5307185) (← links)
• WEAK ERROR RATES FOR OPTION PRICING UNDER LINEAR ROUGH VOLATILITY (Q5878691) (← links)
• Stochastic analysis for vector-valued generalized grey Brownian motion (Q6040482) (← links)
• Wiener Spiral for Volatility Modeling (Q6090352) (← links)
• Short time behavior of the ATM implied skew in the ADO-Heston model (Q6581627) (← links)