On the lower classes of some mixed fractional Gaussian processes with two logarithmic factors.
El-Nouty, Charles (2008)
Journal of Applied Mathematics and Stochastic Analysis
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Displaying similar documents to “The fractional mixed fractional brownian motion and fractional brownian sheet”
On the lower classes of some mixed fractional Gaussian processes with two logarithmic factors.
On the mixed fractional Brownian motion.
Zili, Mounir (2006)
Journal of Applied Mathematics and Stochastic Analysis
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Power variation of multiple fractional integrals
Constantin Tudor, Maria Tudor (2007)
Open Mathematics
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Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems.
Bojdecki, Tomasz, Gorostiza, Luis G., Talarczyk, Anna (2007)
Electronic Communications in Probability [electronic only]
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Differential equations driven by fractional Brownian motion.
David Nualart, Aurel Rascanu (2002)
Collectanea Mathematica
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A global existence and uniqueness result of the solution for multidimensional, time dependent, stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H > 1/2 is proved. It is shown, also, that the solution has finite moments. The result is based on a deterministic existence and uniqueness theorem whose proof uses a contraction principle and a priori estimates.
Self-similarity and fractional Brownian motion on Lie groups.
Baudoin, Fabrice, Coutin, Laure (2008)
Electronic Journal of Probability [electronic only]
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Spherical and hyperbolic fractional Brownian motion.
Istas, Jacques (2005)
Electronic Communications in Probability [electronic only]
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Smoothness of the law of the supremum of the fractional Brownian motion.
Lanjri Zadi, Noureddine, Nualart, David (2003)
Electronic Communications in Probability [electronic only]
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Itô's formula with respect to fractional Brownian motion and its application.
Dai, W., Heyde, C.C. (1996)
Journal of Applied Mathematics and Stochastic Analysis
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Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion.
Tudor, Ciprian A. (2009)
Electronic Communications in Probability [electronic only]
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Linear filtering with fractional Brownian motion in the signal and observation processes.
Kleptsyna, M.L., Kloeden, P.E., Anh, V.V. (1999)
Journal of Applied Mathematics and Stochastic Analysis
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