SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Existence of small ball constants for fractional Brownian motions
1 references·6 citing·15 second hop
Existence of small ball constants for fractional Brownian motions (1998)Existence of small ball constants for fra…Fractional Brownian Motions, Fractional Noises and Applications (1968)Fractional Brownian Motions, …Logarithmic L2-Small Ball Asymptotics for some Fractional Gaussian Processes (2005)Logarithmic L2-Small Ball Asy…Small Ball Constants and Tight Eigenvalue Asymptotics for Fractional Brownian Motions (2003)Small Ball Constants and Tigh…Quadratic functionals and small ball probabilities for the $m$-fold integrated Brownian motion (2003)Quadratic functionals and sma…A Gaussian correlation inequality and its applications to the existence of small ball constant (2003)A Gaussian correlation inequa…Small Ball Probabilities of Fractional Brownian Sheets via Fractional Integration Operators (2002)Small Ball Probabilities of F…Onsager-Machlup functional for the fractional Brownian motion (2002)Onsager-Machlup functional fo…Stochastic Analysis of the Fractional Brownian Motion (1999)Optimal series representation of fractional Brownian sheets (2002)Fubini's theorem for double Wiener integrals and the variance of the brownian path (1991)Controlled Markov Processes and Viscosity Solutions (2005)Lower classes for fractional Brownian motion (1996)Itô-Wiener Chaos Expansion with Exact Residual and Correlation, Variance Inequalities (1997)Stochastic Differential Equations and Diffusion Processes (1983)Stochastic Calculus with Respect to Gaussian Processes (2001)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)Mixed Fractional Brownian Motion (2001)Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process (2002)Fractional Ornstein-Uhlenbeck processes (2003)
this work references cited by second hop

References

  • 1968Fractional Brownian Motions, Fractional Noises and Applications7,658 cited

Cited by

  • 2003Quadratic functionals and small ball probabilities for the $m$-fold integrated Brownian motion48 cited
  • 2003Small Ball Constants and Tight Eigenvalue Asymptotics for Fractional Brownian Motions42 cited
  • 2002Small Ball Probabilities of Fractional Brownian Sheets via Fractional Integration Operators36 cited
  • 2003A Gaussian correlation inequality and its applications to the existence of small ball constant31 cited
  • 2002Onsager-Machlup functional for the fractional Brownian motion25 cited
  • 2005Logarithmic L2-Small Ball Asymptotics for some Fractional Gaussian Processes24 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work