Add to ORKGDiscrete variations of the fractional Brownian motion in the presence of outliers and an additive noise
International audienceThe use of diffusion models driven by fractional noise has become popular for ...
Properties of different models of fractional Brownian motions are discussed in detail. We shall coll...
Fractional Brownian motion (FBM) with Hurst parameter index between 0 and 1 is a stochastic process ...
In this thesis, we study various notions of variation of certain stochastic processes, namely $p$-va...
We study the fBm by use of convolution of the standard white noise with a certain distribution. This...
Abstract In this paper, we consider the stochastic heat equation of the form ∂ u ∂ t = Δ α u + ∂ 2 B...
The first part of this thesis studies tail probabilities forelliptical distributions and probabiliti...
In this paper we introduce the notion of fractional martingale as the fractional derivative of order...
Fractional Brownian motion is a nontrivial generalization of standard Brownian motion (Wie- ner proc...
Impact of correlated noises on dynamical systems is investigated by considering Fokker-Planck type e...
This book is devoted to a number of stochastic models that display scale invariance. It primarily fo...
SIGLEAvailable from INIST (FR), Document Supply Service, under shelf-number : 22522, issue : a.1998 ...
In my talk I will discuss so-called “mixed ” models involving fractional Brownian motion and Wiener ...
AbstractMaruyama introduced the notation db(t)=w(t)(dt)1/2 where w(t) is a zero-mean Gaussian white ...
El movimiento browniano fraccional como ĺımite de ciertos tipos de procesos estocástico
International audienceThe use of diffusion models driven by fractional noise has become popular for ...
Properties of different models of fractional Brownian motions are discussed in detail. We shall coll...
Fractional Brownian motion (FBM) with Hurst parameter index between 0 and 1 is a stochastic process ...
In this thesis, we study various notions of variation of certain stochastic processes, namely $p$-va...
We study the fBm by use of convolution of the standard white noise with a certain distribution. This...
Abstract In this paper, we consider the stochastic heat equation of the form ∂ u ∂ t = Δ α u + ∂ 2 B...
The first part of this thesis studies tail probabilities forelliptical distributions and probabiliti...
In this paper we introduce the notion of fractional martingale as the fractional derivative of order...
Fractional Brownian motion is a nontrivial generalization of standard Brownian motion (Wie- ner proc...
Impact of correlated noises on dynamical systems is investigated by considering Fokker-Planck type e...
This book is devoted to a number of stochastic models that display scale invariance. It primarily fo...
SIGLEAvailable from INIST (FR), Document Supply Service, under shelf-number : 22522, issue : a.1998 ...
In my talk I will discuss so-called “mixed ” models involving fractional Brownian motion and Wiener ...
AbstractMaruyama introduced the notation db(t)=w(t)(dt)1/2 where w(t) is a zero-mean Gaussian white ...
El movimiento browniano fraccional como ĺımite de ciertos tipos de procesos estocástico
International audienceThe use of diffusion models driven by fractional noise has become popular for ...
Properties of different models of fractional Brownian motions are discussed in detail. We shall coll...
Fractional Brownian motion (FBM) with Hurst parameter index between 0 and 1 is a stochastic process ...