Search Results - "fractional Brownian motion"

Fractional Brownian Motion / by Banna, Oksana, Mishura, Yuliya, Ralchenko, Kostiantyn, Shklyar, Sergiy

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Selected aspects of fractional Brownian motion / by Nourdin, Ivan

Table of Contents: “…Fractional Brownian Motion --…”
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Fractional Brownian Motion (Approximations of FBm) : Weak and Strong Approximations and Projections. by Banna, Oksana

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Stochastic calculus for fractional Brownian motion and applications /

Stochastic calculus for fractional Brownian motion and applications

Table of Contents: “…Fractional Brownian motion -- Intrinsic properties of the fractional …”
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Integral transformations and anticipative calculus for fractional Brownian motions / by Hu, Yaozhong, 1961-

Integral transformations and anticipative calculus for fractional Brownian motions / by Hu, Yaozhong, 1961-

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Stochastic calculus for fractional Brownian motion and related processes by Mishura, I︠U︡lii︠a︡ S.

Table of Contents: “…respect to fractional Brownian motion -- Stochastic integration with respect …”
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Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion / by Berzin, Corinne, Latour, Alain, León, José Rafael

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Analysis of variations for self-similar processes : a stochastic calculus approach / by Tudor, Ciprian, 1973-

Table of Contents: “…Fractional Brownian Motion and Related Processes --…”
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Séminaire de probabilités XLIII

Table of Contents: “…formulae for the fractional Brownian motion /…”
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Stochastic Integral And Differential Equations In Mathematical Modelling by Ray, Santanu Saha

“…embedding -- 1.3.12 Fractional Brownian motion process -- 1.4 Summary -- 2 Analytical …”
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Modern stochastics and applications /

Table of Contents: “…equation driven by fractional Brownian motion (Mishura, Ralchenko, Seleznev, Shevchenko) …”
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Malliavin calculus and stochastic analysis a festschrift in honor of David Nualart /

“…Equations Driven by Fractional Brownian Motions /…”
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Malliavin calculus and stochastic analysis : a Festschrift in honor of David Nualart /

“…Equations Driven by Fractional Brownian Motions /…”

Maximum Entropy, Information Without Probability and Complex Fractals : Classical and Quantum Approach / by Jumarie, Guy

Table of Contents: “…Complex-Valued Fractional Brownian Motion of Order n. Part I -- 7. Complex-…”
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Theory and statistical applications of stochastic processes / by Mishura, I︠U︡lii︠a︡ S., Shevchenko, Georgiy

Table of Contents: “…process -- 3.4.2. Fractional Brownian motion -- 3.4.3. Sub-fractional and bi-fractional …”
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Image and signal processing 5th International Conference, ICISP 2012, Agadir, Morocco, June 28-30, 2012. Proceedings /

Table of Contents: “…Prediction for Fractional Brownian Motion /…”
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Long-range dependence and self-similarity / by Pipiras, Vladas, Taqqu, Murad S.

Table of Contents: “…respect to fractional Brownian motion -- Series representations of fractional …”
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Statistical inference for fractional diffusion processes / by Prakasa Rao, B. L. S.

Table of Contents: “…""Chapter 1: Fractional Brownian Motion and Related Processes""; ""1.1 Introduction""; …”
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