Results 171 to 179 of about 1,268 (179)

Fractional and Sub-fractional Brownian Motions

2018
Yuliya Mishura, Mounir Zili
openaire   +1 more source

Mixed Fractional and Mixed Sub-fractional Brownian Motions

2018
Yuliya Mishura, Mounir Zili
openaire   +1 more source

More on maximal inequalities for sub-fractional Brownian motion

Stochastic Analysis and Applications, 2020
B L S Prakasa Rao
exaly  

On the sub-mixed fractional Brownian motion

Applied Mathematics, 2015
Mounir Zili, Zili Mounir
exaly  

On some maximal and integral inequalities for sub-fractional Brownian motion

Stochastic Analysis and Applications, 2017
B L S Prakasa Rao
exaly  

Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion

Random Operators and Stochastic Equations, 2020
B L S Prakasa Rao
exaly  

Inference for Processes Driven by a Sub-Fractional Brownian Motion

openaire   +1 more source

Sub mixed fractional Brownian motion and its application to finance

Chaos, Solitons and Fractals
J F Gómez-Aguilar, Ali Reza Najafi
exaly  

Asymptotic behavior of weighted cubic variation of sub-fractional brownian motion

Communications in Statistics Part B: Simulation and Computation, 2017
exaly