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Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 80, Iss. 2-3, 2008-04 ,pp. : 229-245

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On drift parameter estimation in models with fractional Brownian motion

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Statistics, Vol. 49, Iss. 1, 2015-01 ,pp. : 35-62

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On the local time of multifractional Brownian motion

By Boufoussi B.   Dozzi M.   Guerbaz R.  

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The Bouleau–Yor identity for a bi-fractional Brownian motion

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Occupation densities for certain processes related to fractional Brownian motion

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