-
1
-
-
0346718762
-
Stochastic integration with respect to the fractional Brownian motion
-
E. Alòs D. Nualart Stochastic integration with respect to the fractional Brownian motion Stochastics Stochastics Rep. 75 2003 129-152
-
(2003)
Stochastics Stochastics Rep.
, vol.75
, pp. 129-152
-
-
Alòs, E.1
Nualart, D.2
-
2
-
-
0037361234
-
An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter
-
C. Bender An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter Stochastic Process. Appl. 104 1 2003 81-106
-
(2003)
Stochastic Process. Appl.
, vol.104
, Issue.1
, pp. 81-106
-
-
Bender, C.1
-
3
-
-
0038020401
-
Fractional Brownian motion: Its properties and applications to stochastic integration
-
Ph.D. Thesis, University of North Carolina
-
Dasgupta, A., 1998. Fractional Brownian motion: Its properties and applications to stochastic integration. Ph.D. Thesis, University of North Carolina, 97pp.
-
(1998)
, pp. 97
-
-
Dasgupta, A.1
-
4
-
-
0042637937
-
Stochastic analysis of the fractional Brownian motion
-
L. Decreusefond A.S. Üstünel Stochastic analysis of the fractional Brownian motion Potential Analysis 10 1999 177-214
-
(1999)
Potential Analysis
, vol.10
, pp. 177-214
-
-
Decreusefond, L.1
Üstünel, A.S.2
-
5
-
-
0003935704
-
An introduction to p-variation and Young integrals
-
Maphysto, Aarhus
-
Dudley, R.M., Norvaisa, R., 1998. An introduction to p-variation and Young integrals. Lecture Notes, vol. 1, Maphysto, Aarhus.
-
(1998)
Lecture Notes
, vol.1
-
-
Dudley, R.M.1
Norvaisa, R.2
-
6
-
-
0033878593
-
Stochastic calculus for fractional Brownian motion. I. Theory
-
T.E. Duncan Y. Hu B. Pasik-Duncan Stochastic calculus for fractional Brownian motion. I. Theory SIAM J. Control Optim. 38 2 2000 582-612
-
(2000)
SIAM J. Control Optim.
, vol.38
, Issue.2
, pp. 582-612
-
-
Duncan, T.E.1
Hu, Y.2
Pasik-Duncan, B.3
-
7
-
-
0038135003
-
Stochastic and multiple Wiener integrals for Gaussian processes
-
S. Huang S. Cambanis Stochastic and multiple Wiener integrals for Gaussian processes Ann. Probab. 6 1978 585-614
-
(1978)
Ann. Probab.
, vol.6
, pp. 585-614
-
-
Huang, S.1
Cambanis, S.2
-
8
-
-
0036186822
-
The existence and uniqueness of the solution of an integral equation driven by a p-semimartingale of special type
-
K. Kubilius The existence and uniqueness of the solution of an integral equation driven by a p-semimartingale of special type Stochastic Process. Appl. 98 2002 289-315
-
(2002)
Stochastic Process. Appl.
, vol.98
, pp. 289-315
-
-
Kubilius, K.1
-
9
-
-
18044400859
-
Inequalities for the moments of Wiener integrals with respect to fractional Brownian motions
-
J. Mémin Y. Mishura E. Valkeila Inequalities for the moments of Wiener integrals with respect to fractional Brownian motions Statist. Probab. Lett. 51 2001 197-206
-
(2001)
Statist. Probab. Lett.
, vol.51
, pp. 197-206
-
-
Mémin, J.1
Mishura, Y.2
Valkeila, E.3
-
10
-
-
0042636794
-
On some maximal inequalities for fractional Brownian motions
-
A. Novikov E. Valkeila On some maximal inequalities for fractional Brownian motions Statist. Probab. Lett. 44 1999 47-54
-
(1999)
Statist. Probab. Lett.
, vol.44
, pp. 47-54
-
-
Novikov, A.1
Valkeila, E.2
-
12
-
-
0034258581
-
Stieltjes integrals of Hölder continuous functions with applications to fractional Brownian motion
-
A.A. Ruzmaikina Stieltjes integrals of Hölder continuous functions with applications to fractional Brownian motion J. Statist. Phys. 100 2000 1049-1069
-
(2000)
J. Statist. Phys.
, vol.100
, pp. 1049-1069
-
-
Ruzmaikina, A.A.1
-
13
-
-
0000821514
-
An inequality of the Hölder type, connected with Stieltjes integration
-
L.C. Young An inequality of the Hölder type, connected with Stieltjes integration Acta Math. 67 1936 251-282
-
(1936)
Acta Math.
, vol.67
, pp. 251-282
-
-
Young, L.C.1
-
14
-
-
0038290919
-
Integration with respect to fractal functions and stochastic calculus
-
M. Zähle Integration with respect to fractal functions and stochastic calculus Prob. Theory Related Fields 111 1998 333-374
-
(1998)
Prob. Theory Related Fields
, vol.111
, pp. 333-374
-
-
Zähle, M.1
|
