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An Approximation of Subfractional Brownian Motion
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An Approximation of Subfractional Brownian Motion (2014)An Approximation of Subfractional Brownia…Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes (2012)Weak convergence of the Strat…Stochastic integration with respect to the sub-fractional Brownian motion with (2011)Stochastic integration with r…Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion (2011)Remarks on asymptotic behavio…Approximations of fractional Brownian motion (2011)Approximations of fractional …Weak convergence towards two independent Gaussian processes from a unique Poisson process (2010)Weak convergence towards two …Berry–Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion (2010)Berry–Esséen bounds and almos…On the collision local time of sub-fractional Brownian motions (2009)On the collision local time o…On the Wiener integral with respect to a sub-fractional Brownian motion on an interval (2008)On the Wiener integral with r…Some properties of the sub-fractional Brownian motion (2006)Some properties of the sub-fr…Fractional Brownian motion and Martingale-differences (2004)Fractional Brownian motion an…A series expansion of fractional Brownian motion (2004)A series expansion of fractio…Fractional Brownian motion, random walks and binary market models (2001)Fractional Brownian motion, r…Weak approximation for a class of Gaussian processes (2000)Weak approximation for a clas…Stochastic Analysis of the Fractional Brownian Motion (1999)Stochastic Analysis of the Fr…Weak convergence to fractional brownian motion and to the rosenblatt process (1975)Weak convergence to fractiona…Central limit theorems for sequences of multiple stochastic integrals (2005)The Malliavin Calculus and Related Topics (2006)Stein’s method on Wiener chaos (2008)Berry–Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion (2016)Fractional Brownian Motions, Fractional Noises and Applications (1968)Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes (2003)Sample path properties of bifractional Brownian motion (2007)Itô's formula for a sub-fractional Brownian motion (2011)Parametric estimation for sub-fractional Ornstein–Uhlenbeck process (2012)Integration with respect to fractal functions and stochastic calculus. I (1998)Mixed Fractional Brownian Motion (2001)A decomposition of the bifractional Brownian motion and some applications (2008)Estimators for the Drift of Subfractional Brownian Motion (2013)Calcul d'ito sans probabilites (1981)Dirichlet Forms and Analysis on Wiener Space (1991)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)An Elementary Approach to a Girsanov Formula and Other Analytical Results on Fractional Brownian Motions (1999)Statistics for Long-Memory Processes. (1996)NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND (2006)Estimation and pricing under long-memory stochastic volatility (2010)A note on the use of fractional Brownian motion for financial modeling (2012)Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependence (1969)Statistical Methodology for Nonperiodic Cycles: From the Covariance To R/S Analysis (1972)Convergence of integrated processes of arbitrary Hermite rank (1979)Long memory processes and fractional integration in econometrics (1996)On the power of the KPSS test of stationarity against fractionally-integrated alternatives (1996)The stochastic wave equation with fractional noise: A random field approach (2010)
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References

  • 1975Weak convergence to fractional brownian motion and to the rosenblatt process794 cited
  • 1999Stochastic Analysis of the Fractional Brownian Motion744 cited
  • 2001Fractional Brownian motion, random walks and binary market models188 cited
  • 2004A series expansion of fractional Brownian motion159 cited
  • 2006Some properties of the sub-fractional Brownian motion128 cited
  • 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
  • 2000Weak approximation for a class of Gaussian processes47 cited
  • 2010Weak convergence towards two independent Gaussian processes from a unique Poisson process24 cited
  • 2010Berry–Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion23 cited
  • 2011Approximations of fractional Brownian motion23 cited
  • 2004Fractional Brownian motion and Martingale-differences22 cited
  • 2012Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes22 cited
  • 2011Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion22 cited
  • 2011Stochastic integration with respect to the sub-fractional Brownian motion with

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