Discrete approximation of stochastic integrals with respect to fractional Brownian motion of Hurst index H>1/2

Author： Biagini Francesca Campanino Massimo Fuschini Serena

ISSN： 1744-2508

Source： Stochastics: An International Journal of Probability and Stochastic Processes, Vol.80, Iss.5, 2008-10, pp. : 407-426

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Stochastic integration with respect to the fractional Brownian motion

By Alòs Elisa

Stochastics and Stochastics Reports, Vol. 75, Iss. 3, 2003-01 ,pp. : 129-152

Taylor & Francis Ltd

Access to resources Recommend Favorite

Symmetric stochastic integrals with respect to p-adic Brownian motion

By Kamizono Kenji

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 79, Iss. 6, 2007-12 ,pp. : 523-538

Taylor & Francis Ltd

Access to resources Recommend Favorite

Quadratic variations and estimation of the hurst index of the solution of SDE driven by a fractional Brownian motion

By Kubilius K.

Lithuanian Mathematical Journal, Vol. 50, Iss. 4, 2010-11 ,pp. : 401-417

Springer Publishing Company

Access to resources Recommend Favorite

Stochastic delay fractional evolution equations driven by fractional Brownian motion

MATHEMATICAL METHODS IN THE APPLIED SCIENCES, Vol. 38, Iss. 8, 2015-05 ,pp. : 1582-1591

John Wiley & Sons Inc

Access to resources Recommend Favorite

Estimating the Parameters of a Fractional Brownian Motion by Discrete Variations of its Sample Paths

By Coeurjolly Jean-François

Statistical Inference for Stochastic Processes, Vol. 4, Iss. 2, 2001-05 ,pp. : 199-227

Springer Publishing Company

Access to resources Recommend Favorite