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Small Ball Probabilities of Fractional Brownian Sheets via Fractional Integration Operators
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Small Ball Probabilities of Fractional Brownian Sheets via Fractional Integration Operators (2002)Small Ball Probabilities of Fractional Br…Optimal series representation of fractional Brownian sheets (2002)Optimal series representation…Stochastic Analysis of the Fractional Brownian Motion (1999)Stochastic Analysis of the Fr…Existence of small ball constants for fractional Brownian motions (1998)Existence of small ball const…Fractional Brownian Motions, Fractional Noises and Applications (1968)Fractional Brownian Motions, …The Typical Spectral Shape of an Economic Variable (1966)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Empirical properties of asset returns: stylized facts and statistical issues (2001)Optimality of an explicit series expansion of the fractional Brownian sheet (2004)Stochastic calculus for fractional Brownian motion with Hurst exponent H>¼: A rough path method by analytic extension (2009)A Gaussian correlation inequality and its applications to the existence of small ball constant (2003)Quadratic functionals and small ball probabilities for the $m$-fold integrated Brownian motion (2003)Small Ball Constants and Tight Eigenvalue Asymptotics for Fractional Brownian Motions (2003)Stochastic Calculus for Fractional Brownian Motion I. Theory (2000)Stochastic Calculus with Respect to Gaussian Processes (2001)FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE (2003)
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References

  • 1968Fractional Brownian Motions, Fractional Noises and Applications7,658 cited
  • 1999Stochastic Analysis of the Fractional Brownian Motion744 cited
  • 2002Optimal series representation of fractional Brownian sheets69 cited
  • 1998Existence of small ball constants for fractional Brownian motions59 cited

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