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Validation de modèles numériques de Terrain. Application à la cartographie des risques géologiques = Digital terrain model quality assessment. Application to geological hazard mappingPolidori, Laurent; Chorowicz, Jean.1991, 84 p.Thesis

Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2INOUE, Akihiko; KASAHARA, Yukio; PHARTYAL, Punam et al.Statistics & probability letters. 2008, Vol 78, Num 17, pp 2889-2894, issn 0167-7152, 6 p.Article

Optimal Management of a Variable Annuity Invested in a Black―Scholes Market Driven by a Multidimensional Fractional Brownian MotionZIMBIDIS, Alexandros A.Stochastic analysis and applications. 2011, Vol 29, Num 1, pp 61-77, issn 0736-2994, 17 p.Article

A note on the notion of geometric rough pathsFRIZ, Peter; VICTOIR, Nicolas.Probability theory and related fields. 2006, Vol 136, Num 3, pp 395-416, issn 0178-8051, 22 p.Article

Singularity of Fractional Brownian Motions with Different Hurst IndicesPRAKASA RAO, B. L. S.Stochastic analysis and applications. 2008, Vol 26, Num 2, pp 334-337, issn 0736-2994, 4 p.Article

Option pricing with regulated fractional Brownian motionALDABE, F; BARONE-ADESI, G; ELLIOTT, R. J et al.Applied stochastic models and data analysis. 1998, Vol 14, Num 4, pp 285-294, issn 8755-0024Conference Paper

Hausdorff measure of trajectories of multiparameter fractional Brownian motionTALAGRAND, M.Annals of probability. 1995, Vol 23, Num 2, pp 767-775, issn 0091-1798Article

Hölder conditions for the local times of multiscale fractional Brownian motionGUERBAZ, Raby.Comptes rendus. Mathématique. 2006, Vol 343, Num 8, pp 515-518, issn 1631-073X, 4 p.Article

On the solution of the stochastic differential equation of exponential growth driven by fractional Brownian motionJUMARIE, Guy.Applied mathematics letters. 2005, Vol 18, Num 7, pp 817-826, issn 0893-9659, 10 p.Article

Clark-ocone formula for fractional brownian motion with hurst parameter less than 1/2LEON, Jorge A; NUALART, David.Stochastic analysis and applications. 2006, Vol 24, Num 2, pp 427-449, issn 0736-2994, 23 p.Article

A characterization of the set-indexed fractional Brownian motion by increasing pathsHERBIN, Erick; MERZBACH, Ely.Comptes rendus. Mathématique. 2006, Vol 343, Num 11-12, pp 767-772, issn 1631-073X, 6 p.Article

ON AN EIGENFUNCTION EXPANSION AND ON FRACTIONAL BROWNIAN MOTIONSMANDELBROT BB.1982; LETT. NUOVO CIMENTO; ISSN 0024-1318; ITA; DA. 1982; VOL. 33; NO 17; PP. 549-550; BIBL. 3 REF.Article

Local independence of fractional Brownian motionNOFFOS, Ilkka; SAKSMAN, Eero.Stochastic processes and their applications. 2009, Vol 119, Num 10, pp 3155-3172, issn 0304-4149, 18 p.Article

On weak approximations of integrals with respect to fractional Brownian motionSTOMINSKI, Leszek; ZIEMKIEWICZ, Bartosz.Statistics & probability letters. 2009, Vol 79, Num 4, pp 543-552, issn 0167-7152, 10 p.Article

An extension of the divergence operator for Gaussian processesLEON, Jorge A; NUALART, David.Stochastic processes and their applications. 2005, Vol 115, Num 3, pp 480-492, issn 0304-4149, 13 p.Article

Stochastic integration with respect to the fractional Brownian motionALOS, Elisa; NUALART, David.Stochastics and stochastics reports (Print). 2003, Vol 75, Num 3, pp 129-152, issn 1045-1129, 24 p.Article

Low q-moment multifractal analysis of Gold price, Dow Jones Industrial Average and BGL-USD exchange rateIVANOVA, K; AUSLOOS, M.The European physical journal. B, Condensed matter physics. 1999, Vol 8, Num 4, pp 665-669, issn 1434-6028Article

Some limit theorems for fractional Lévy Brownian fieldsZHENG YAN LIN; CHOI, Y.-K.Stochastic processes and their applications. 1999, Vol 82, Num 2, pp 229-244, issn 0304-4149Article

Une généralisation de l'intégrale stochastique de Wick-Itô = A generalization of the Wick-Itô stochastic integralALPAY, Daniel; ATTIA, Haim; LEVANONY, David et al.Comptes rendus. Mathématique. 2008, Vol 346, Num 5-6, pp 261-265, issn 1631-073X, 5 p.Article

Quadratic variations of spherical fractional Brownian motionsISTAS, Jacques.Stochastic processes and their applications. 2007, Vol 117, Num 4, pp 476-486, issn 0304-4149, 11 p.Article

Estimation for translation of a process driven by fractional Brownian motionPRAKASA RAO, B. L. S.Stochastic analysis and applications. 2005, Vol 23, Num 6, pp 1199-1212, issn 0736-2994, 14 p.Article

Evaluating the small deviation probabilities for subordinated Lévy processesLINDE, Werner; ZHAN SHI.Stochastic processes and their applications. 2004, Vol 113, Num 2, pp 273-287, issn 0304-4149, 15 p.Article

Extremes of a certain class of Gaussian processesHÜSLER, J; PITERBARG, V.Stochastic processes and their applications. 1999, Vol 83, Num 2, pp 257-271, issn 0304-4149Article

On the prediction of fractional Brownian motionGRIPENBERG, G; NORROS, I.Journal of applied probability. 1996, Vol 33, Num 2, pp 400-410, issn 0021-9002Article

Asymptotic behavior of weighted quadratic variation of bi-fractional Brownian motionBELFADLI, Rachid.Annales mathématiques Blaise Pascal. 2010, Vol 17, Num 1, pp 165-181, issn 1259-1734, 17 p.Article

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