Pages that link to "Item:Q284812"
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The following pages link to The fractional derivative for fractional Brownian local time with Hurst index large than 1/2 (Q284812):
Displaying 8 items.
- An integral functional driven by fractional Brownian motion (Q2000147) (← links)
- Forward and symmetric Wick-Itô integrals with respect to fractional Brownian motion (Q2048181) (← links)
- Complements on the Hilbert transform and the fractional derivative of Brownian local times (Q2277673) (← links)
- Derivative formulas and applications for degenerate stochastic differential equations with fractional noises (Q2312776) (← links)
- (Q4380612) (← links)
- Limit theorems related to the integral functionals of one dimensional fractional Brownian motion (Q5078074) (← links)
- Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises (Q5080068) (← links)
- Local estimation of the Hurst index of multifractional Brownian motion by increment ratio statistic method (Q5408474) (← links)