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Some properties of the sub-fractional Brownian motion

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References

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Cited by

2008On the Wiener integral with respect to a sub-fractional Brownian motion on an interval72 cited
2009On the collision local time of sub-fractional Brownian motions51 cited
2012Parametric estimation for sub-fractional Ornstein–Uhlenbeck process47 cited
2013Analysis of Variations for Self-similar Processes: A Stochastic Calculus Approach46 cited
2011Itô's formula for a sub-fractional Brownian motion44 cited
2008Inner product spaces of integrands associated to subfractional Brownian motion43 cited
2015On the sub-mixed fractional Brownian motion30 cited
2016Arbitrage with fractional Gaussian processes28 cited
2021Pricing geometric asian power options in the sub-fractional brownian motion environment

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27 cited