-
1
-
-
84963082052
-
Some infinite integrals involving Bessel functions
-
Bailey, W.N., 1934. Some infinite integrals involving Bessel functions. Proc. Lond. Math. Soc. 40 (2), 37-48.
-
(1934)
Proc. Lond. Math. Soc
, vol.40
, Issue.2
, pp. 37-48
-
-
Bailey, W.N.1
-
2
-
-
0024078858
-
Signal detection in fractional Gaussian noise
-
Barton, R., Poor, H., 1988. Signal detection in fractional Gaussian noise. IEEE Trans. Inform. Theory 34, 943-959.
-
(1988)
IEEE Trans. Inform. Theory
, vol.34
, pp. 943-959
-
-
Barton, R.1
Poor, H.2
-
3
-
-
0042637937
-
Stochastic analysis of the fractional Brownian motion
-
Decreusefond, W.N., "Ustünel, A., 1999. Stochastic analysis of the fractional Brownian motion. Potential Anal. 10, 177-214.
-
(1999)
Potential Anal
, vol.10
, pp. 177-214
-
-
Decreusefond, W.N.1
Ustünel, A.2
-
4
-
-
0003888249
-
Fractional integrals and Brownian processes
-
Preprint, Universitè d'Évry
-
Feyel, D., de La Pradelle, A., 1996. Fractional integrals and Brownian processes. Preprint, Universitè d'Évry.
-
(1996)
-
-
Feyel, D.1
de La Pradelle, A.2
-
5
-
-
0003498504
-
-
(corrected and enlarged edition). Academic Press, New York
-
Gradshteyn, I.S., Rizhik, I.M., 1980. Tables of Integrals, Series and Products, (corrected and enlarged edition). Academic Press, New York.
-
(1980)
Tables of Integrals, Series and Products
-
-
Gradshteyn, I.S.1
Rizhik, I.M.2
-
6
-
-
0001187166
-
Wienersche spiralen und einige andrer interessante kurven im hilbertschen raum
-
Kolmogorov, A.N., 1940. Wienersche spiralen und einige andrer interessante kurven im hilbertschen raum. C. R. Dokl. Acad. Sci. URSS (N.S.) 26, 115-118.
-
(1940)
C. R. Dokl. Acad. Sci. URSS (N.S.)
, vol.26
, pp. 115-118
-
-
Kolmogorov, A.N.1
-
7
-
-
0003564193
-
Special Functions and Their Applications
-
Dover, New York
-
Lebedev, N.N., 1972. Special Functions and Their Applications. Dover, New York.
-
(1972)
-
-
Lebedev, N.N.1
-
8
-
-
0004249844
-
Theory of Martingales
-
Kluwer Academic Publishers, Dordrecht
-
Lipster, R.S., Shiryayev, A.N., 1989. Theory of Martingales. Kluwer Academic Publishers, Dordrecht.
-
(1989)
-
-
Lipster, R.S.1
Shiryayev, A.N.2
-
9
-
-
0000501589
-
Fractional Brownian motions, fractional noises and applications
-
Mandelbrot, B.B., van Ness, J.W., 1968. Fractional Brownian motions, fractional noises and applications. SIAM Rev. 10 (4), 422-437.
-
(1968)
SIAM Rev
, vol.10
, Issue.4
, pp. 422-437
-
-
Mandelbrot, B.B.1
van Ness, J.W.2
-
10
-
-
0000100522
-
Gaussian processes with spectra which are asymptotically equivalent to a power of λ
-
Molchan, G., 1969. Gaussian processes with spectra which are asymptotically equivalent to a power of λ. Theory Probab. Appl. 14, 530-532.
-
(1969)
Theory Probab. Appl
, vol.14
, pp. 530-532
-
-
Molchan, G.1
-
11
-
-
0001092940
-
Gaussian stationary processes with asymptotic power spectrum
-
Molchan, G., Golosov, J., 1969. Gaussian stationary processes with asymptotic power spectrum. Soviet Math. Dokl. 10 (1) 134-137.
-
(1969)
Soviet Math. Dokl
, vol.10
, Issue.1
, pp. 134-137
-
-
Molchan, G.1
Golosov, J.2
-
12
-
-
0001714525
-
An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
-
Norros, I., Valkeila, E., Virtamo, J., 1999. An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions. Bernoulli 5, 571-587.
-
(1999)
Bernoulli
, vol.5
, pp. 571-587
-
-
Norros, I.1
Valkeila, E.2
Virtamo, J.3
-
13
-
-
0034339295
-
Linear estimation of self-similar processes via Lamperti's transformation
-
Nuzman, C.J., Poor, V.H., 2000. Linear estimation of self-similar processes via Lamperti's transformation. J. Appl. Probab. 37 (2), 429-452.
-
(2000)
J. Appl. Probab
, vol.37
, Issue.2
, pp. 429-452
-
-
Nuzman, C.J.1
Poor, V.H.2
-
14
-
-
0034562433
-
Integration questions related to fractional Brownian motion
-
Pipiras, V., Taqqu, M., 2000. Integration questions related to fractional Brownian motion. Probab. Theory Related Fields 118 (2), 251-291.
-
(2000)
Probab. Theory Related Fields
, vol.118
, Issue.2
, pp. 251-291
-
-
Pipiras, V.1
Taqqu, M.2
-
15
-
-
33750073208
-
Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
-
Pipiras, V., Taqqu, M., 2001. Are classes of deterministic integrands for fractional Brownian motion on an interval complete? Bernoulli 7 (6), 873-897.
-
(2001)
Bernoulli
, vol.7
, Issue.6
, pp. 873-897
-
-
Pipiras, V.1
Taqqu, M.2
-
16
-
-
0003598080
-
Fractional Integrals and Derivatives: Theory and Applications
-
Gordon and Breach, London
-
Samko, S.G., Kilbas, A.A., Marichev, O.I., 1993. Fractional Integrals and Derivatives: Theory and Applications. Gordon and Breach, London.
-
(1993)
-
-
Samko, S.G.1
Kilbas, A.A.2
Marichev, O.I.3
-
17
-
-
0003623809
-
Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance
-
Chapman & Hall, New York
-
Samorodnitsky, G., Taqqu, M., 1994. Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance. Chapman & Hall, New York.
-
(1994)
-
-
Samorodnitsky, G.1
Taqqu, M.2
-
18
-
-
0003604047
-
-
2nd Edition. Cambridge University Press, Cambridge
-
Watson, G.N., 1944. Theory of Bessel functions, 2nd Edition. Cambridge University Press, Cambridge.
-
(1944)
Theory of Bessel Functions
-
-
Watson, G.N.1
-
19
-
-
0003610302
-
Correlation Theory of Stationary and Related Random Functions
-
Springer, Berlin
-
Yaglom, A.M., 1987. Correlation Theory of Stationary and Related Random Functions, Vol. 1. Springer, Berlin.
-
(1987)
, vol.1
-
-
Yaglom, A.M.1
|