Pages that link to "Item:Q5429595"
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The following pages link to Approximation of the fractional Brownian sheet<i>VIA</i>Ornstein-Uhlenbeck sheet (Q5429595):
Displaying 10 items.
- Stochastic Green's theorem for fractional Brownian sheet and its application (Q459488) (← links)
- Affine fractional stochastic volatility models (Q470522) (← links)
- A strong uniform approximation of fractional Brownian motion by means of transport processes (Q734645) (← links)
- Fractional Brownian sheet (Q1611270) (← links)
- Approximation in law to the \(d\)-parameter fractional Brownian sheet based on the functional invariance principle (Q2493583) (← links)
- Approximation of fractional Brownian sheet by Wiener integral (Q4634828) (← links)
- Lifting the Heston model (Q5120731) (← links)
- Representation of a fractional Brownian motion in terms of an infinite-dimensional Ornstein-Uhlenbeck process (Q5198634) (← links)
- Approximation to Multifractional Riemann-Liouville Brownian Sheet (Q5265838) (← links)
- Impact of rough stochastic volatility models on long-term life insurance pricing (Q6173889) (← links)