Add to ORKGBrownian motions have played an increasingly important role in many fields of application such as hydrology, economics and telecommunications. Let 0 < H < 1. It is well-known that there is a Gaussian stochastic process (BHt, t ≥ 0
The aim of this work is to establish and generalize a relationship between fractional partial differ...
Stochastic Calculus has found a wide range of applications in analyzing the evolution of many natura...
(From the publisher): The book is devoted to the fundamental relationship between three objects: a s...
Stochastic integration \textit{wrt} Gaussian processes has raised strong interest in recent years, m...
In this paper a stochastic calculus is given for the fractional Brownian motions that have the Hurst...
This thesis deals with the stochastic integral with respect to Gaussian processes, which can be expr...
Stochastic integration with respect to Gaussian processes, such as fractional Brownian motion (fBm) ...
Introduction to fractional brownian calculus is pre-sented. Very recent advances in development of t...
"Stochastic calculus provides a powerful description of a specific class of stochastic processes in ...
In this paper we develop a stochastic calculus with respect to a Gaussian process of the form Bt = ∫...
We present new theoretical results on the fractional Brownian motion, including different definition...
Brownian motion can be characterized as a generalized random process and, as such, has a generalized...
International audienceStochastic integration with respect to Gaussian processes has raised strong in...
In this paper we show, by using dyadic approximations, the existence of a geometric rough path assoc...
The theory of fractional Brownian motion and other long-memory processes are addressed in this volum...
The aim of this work is to establish and generalize a relationship between fractional partial differ...
Stochastic Calculus has found a wide range of applications in analyzing the evolution of many natura...
(From the publisher): The book is devoted to the fundamental relationship between three objects: a s...
Stochastic integration \textit{wrt} Gaussian processes has raised strong interest in recent years, m...
In this paper a stochastic calculus is given for the fractional Brownian motions that have the Hurst...
This thesis deals with the stochastic integral with respect to Gaussian processes, which can be expr...
Stochastic integration with respect to Gaussian processes, such as fractional Brownian motion (fBm) ...
Introduction to fractional brownian calculus is pre-sented. Very recent advances in development of t...
"Stochastic calculus provides a powerful description of a specific class of stochastic processes in ...
In this paper we develop a stochastic calculus with respect to a Gaussian process of the form Bt = ∫...
We present new theoretical results on the fractional Brownian motion, including different definition...
Brownian motion can be characterized as a generalized random process and, as such, has a generalized...
International audienceStochastic integration with respect to Gaussian processes has raised strong in...
In this paper we show, by using dyadic approximations, the existence of a geometric rough path assoc...
The theory of fractional Brownian motion and other long-memory processes are addressed in this volum...
The aim of this work is to establish and generalize a relationship between fractional partial differ...
Stochastic Calculus has found a wide range of applications in analyzing the evolution of many natura...
(From the publisher): The book is devoted to the fundamental relationship between three objects: a s...