Add to ORKGThe aim of this paper is to approximate a stochastic integral with respect to a fractional Brownian motion using wavelet approximation and fractional integration. The approximation of the stochastic inte-gral is illustrated through some examples
In this article, we introduce a Wong-Zakai type stationary approximation to the fractional Brownian ...
In this paper we consider a stochastic linear heat conduction problem that was reduced to a special ...
The thesis is centered around the themes of wavelet methods for stochastic processes, and of operato...
To approximate the fractional integral of order a in (0,1), we use an integral representation based ...
AbstractWe consider the approximation of a fractional Brownian motion by a wavelet series expansion ...
In this paper we provide a discrete approximation for the stochastic integral with respect to the fr...
Let X be a continuous fractional Brownian motion with parameter of self-similarity H. Let \psi be a ...
We approximate the solution of a quasilinear stochastic partial differential equa-tion driven by fra...
AbstractLet 0<α⩽2 and let T⊆R. Let {X(t),t∈T} be a linear fractional α-stable (0<α⩽2) motion with sc...
In this paper a stochastic calculus is given for the fractional Brownian motions that have the Hurst...
Via Malliavin calculus, we analyze the limit behavior in distribution of the spatial wavelet variati...
AbstractWe reexamine the wavelet-based simulation procedure for fractional Brownian motion proposed ...
By using chaos expansion into multiple stochastic integrals, we make a wavelet analysis of two self-...
AbstractWe consider Volterra type processes which are Gaussian processes admitting representation as...
Abstract. In this paper, we shall use the methods of wavelet analysis to study the fundamental stoch...
In this article, we introduce a Wong-Zakai type stationary approximation to the fractional Brownian ...
In this paper we consider a stochastic linear heat conduction problem that was reduced to a special ...
The thesis is centered around the themes of wavelet methods for stochastic processes, and of operato...
To approximate the fractional integral of order a in (0,1), we use an integral representation based ...
AbstractWe consider the approximation of a fractional Brownian motion by a wavelet series expansion ...
In this paper we provide a discrete approximation for the stochastic integral with respect to the fr...
Let X be a continuous fractional Brownian motion with parameter of self-similarity H. Let \psi be a ...
We approximate the solution of a quasilinear stochastic partial differential equa-tion driven by fra...
AbstractLet 0<α⩽2 and let T⊆R. Let {X(t),t∈T} be a linear fractional α-stable (0<α⩽2) motion with sc...
In this paper a stochastic calculus is given for the fractional Brownian motions that have the Hurst...
Via Malliavin calculus, we analyze the limit behavior in distribution of the spatial wavelet variati...
AbstractWe reexamine the wavelet-based simulation procedure for fractional Brownian motion proposed ...
By using chaos expansion into multiple stochastic integrals, we make a wavelet analysis of two self-...
AbstractWe consider Volterra type processes which are Gaussian processes admitting representation as...
Abstract. In this paper, we shall use the methods of wavelet analysis to study the fundamental stoch...
In this article, we introduce a Wong-Zakai type stationary approximation to the fractional Brownian ...
In this paper we consider a stochastic linear heat conduction problem that was reduced to a special ...
The thesis is centered around the themes of wavelet methods for stochastic processes, and of operato...