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On some maximal and integral inequalities for sub-fractional Brownian motion
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On some maximal and integral inequalities for sub-fractional Brownian motion (2016)On some maximal and integral inequalities…Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk (2013)Maximum likelihood estimator …Estimators for the Drift of Subfractional Brownian Motion (2013)Estimators for the Drift of S…Parametric estimation for sub-fractional Ornstein–Uhlenbeck process (2012)Parametric estimation for sub…Parametric Estimation for SDEs With Additive Sub-Fractional Brownian Motion ∗ (2011)Parametric Estimation for SDE…Itô's formula for a sub-fractional Brownian motion (2011)Itô's formula for a sub-fract…Statistical inference for fractional diffusion processes (2010)Statistical inference for fra…Statistical Inference for Fractional Diffusion Processes (2010)Statistical Inference for Fra…Stochastic Calculus for Fractional Brownian Motion and Related Processes (2008)Stochastic Calculus for Fract…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…A series expansion of fractional Brownian motion (2004)A series expansion of fractio…On some maximal inequalities for fractional Brownian motions (1999)On some maximal inequalities …Theory of Martingales (1989)Theory of MartingalesFractional Brownian Motions, Fractional Noises and Applications (1968)Integration with respect to fractal functions and stochastic calculus. I (1998)Mixed Fractional Brownian Motion (2001)On the collision local time of sub-fractional Brownian motions (2009)Statistical inference for diffusion type processes (1999)Stochastic Calculus with Respect to Gaussian Processes (2001)The Malliavin Calculus and Related Topics (2006)Consistency of the drift parameter estimator for the discretized fractional Ornstein–Uhlenbeck process with Hurst index H ∈ (0, 12) (2015)Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (2018)An Elementary Approach to a Girsanov Formula and Other Analytical Results on Fractional Brownian Motions (1999)Stochastic Analysis of the Fractional Brownian Motion (1999)Volatility Is Rough (2014)Bounds for expected maxima of Gaussian processes and their discrete approximations (2015)Volatility Is Rough (2018)A Change-of-Variable Formula with Local Time on Surfaces (2007)Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion (2011)Stochastic integration with respect to the sub-fractional Brownian motion with (2011)The sub-fractional CEV model (2021)Mixed Brownian–fractional Brownian model: absence of arbitrage and related topics (2006)Fractional stochastic differential equations with applications to finance (2012)Hybrid scheme for Brownian semistationary processes (2017)Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion (2019)Arbitrage in fractional Brownian motion models (2003)On drift parameter estimation in models with fractional Brownian motion (2014)Pricing geometric Asian power options under mixed fractional Brownian motion environment (2015)ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (2018)A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise (2013)The stochastic wave equation with fractional noise: A random field approach (2010)
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References

  • 1989Theory of Martingales956 cited
  • 2008Stochastic Calculus for Fractional Brownian Motion and Related Processes922 cited
  • 2004A series expansion of fractional Brownian motion159 cited
  • 2006Some properties of the sub-fractional Brownian motion128 cited
  • 2010Statistical Inference for Fractional Diffusion Processes123 cited
  • 2010Statistical inference for fractional diffusion processes80 cited
  • 2008On the Wiener integral with respect to a sub-fractional Brownian motion on an interval72 cited
  • 1999On some maximal inequalities for fractional Brownian motions54 cited
  • 2012Parametric estimation for sub-fractional Ornstein–Uhlenbeck process47 cited
  • 2011Itô's formula for a sub-fractional Brownian motion44 cited
  • 2013Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk24 cited
  • 2013Estimators for the Drift of Subfractional Brownian Motion20 cited
  • 2011Parametric Estimation for SDEs With Additive Sub-Fractional Brownian Motion ∗20 cited

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