Prediction of fractional Brownian motion with Hurst index less than 1/2

Publisher： Cambridge University Press

E-ISSN： 1755-1633|70|2|321-328

ISSN： 0004-9727

Source： Bulletin of the Australian Mathematical Society, Vol.70, Iss.2, 2004-10, pp. : 321-328

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

Clark-Ocone Formula for Fractional Brownian Motion with Hurst Parameter Less Than 1/2

By León Jorge  

Stochastic Analysis and Applications, Vol. 24, Iss. 2, 2006-01 ,pp. : 427-449

Taylor & Francis Ltd

Access to resources Recommend Favorite

Continuity in Law with Respect to the Hurst Parameter of the Local Time of the Fractional Brownian Motion

By Jolis Maria   Viles Noèlia  

Journal of Theoretical Probability, Vol. 20, Iss. 2, 2007-06 ,pp. : 133-152

Springer Publishing Company

Access to resources Recommend Favorite

Prediction of Fractional Brownian Motion-Type Processes

By Inoue A.  

Stochastic Analysis and Applications, Vol. 25, Iss. 3, 2007-05 ,pp. : 641-666

Taylor & Francis Ltd

Access to resources Recommend Favorite

Lacunary Fractional Brownian Motion

By Clausel Marianne  

ESAIM: Probability and Statistics, Vol. 16, Iss. issue, 2012-08 ,pp. : 352-374

Edp Sciences

Access to resources Recommend Favorite

Local estimation of the Hurst index of multifractional Brownian motion by increment ratio statistic method

By Bertrand Pierre Raphaël   Fhima Mehdi   Guillin Arnaud  

ESAIM: Probability and Statistics, Vol. 17, Iss. issue, 2013-05 ,pp. : 307-327

Edp Sciences

Access to resources Recommend Favorite