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Results 1 to 25 of 86

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An Itô formula for a fractional brownian sheet with arbitrary hurst parametersYOON TAE KIM; JONG WOO JEON.Proceedings of the American Mathematical Society. 2006, Vol 134, Num 12, pp 3677-3683, issn 0002-9939, 7 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

Quasi sure p-variation of fractional brownian sheetGUILAN CAO; KAI HE.Stochastic analysis and applications. 2006, Vol 24, Num 6, pp 1223-1238, issn 0736-2994, 16 p.Article

An itô formula of generalized functionals and local time for fractional brownian sheetYOON TAE KIM.Stochastic analysis and applications. 2006, Vol 24, Num 5, pp 973-997, issn 0736-2994, 25 p.Article

On a Class of Stochastic Anderson Models with Fractional NoisesLIJUN BO; YIMING JIANG; YONGJIN WANG et al.Stochastic analysis and applications. 2008, Vol 26, Num 2, pp 256-273, issn 0736-2994, 18 p.Article

Étude en temps petit des solutions d'EDS conduites par des mouvements browniens fractionnaires = SDE solutions, at small times, driven by fractional brownian motionsBAUDOIN, Fabrice; COUTIN, Laure.Comptes rendus. Mathématique. 2005, Vol 341, Num 1, pp 39-42, issn 1631-073X, 4 p.Article

Stochastic differential equations for fractional Brownian motionsCOUTIN, L; QIAN, Z.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 2000, Vol 331, Num 3, pp 75-80, issn 0764-4442Article

Estimation of the drift of fractional Brownian motionES-SEBAIY, Khalifa; OUASSOU, Idir; OUKNINE, Youssef et al.Statistics & probability letters. 2009, Vol 79, Num 14, pp 1647-1653, issn 0167-7152, 7 p.Article

A version of Hörmander's theorem for the fractional Brownian motionBAUDOIN, Fabrice; HAIRER, Martin.Probability theory and related fields. 2007, Vol 139, Num 3-4, pp 373-395, issn 0178-8051, 23 p.Article

A CONSTRUCTION OF THE ROUGH PATH ABOVE FRACTIONAL BROWNIAN MOTION USING VOLTERRA'S REPRESENTATIONNUALART, David; TINDEL, Samy.Annals of probability. 2011, Vol 39, Num 3, pp 1061-1096, issn 0091-1798, 36 p.Article

Weak approximation of a fractional SDEBARDINA, X; NOURDIN, I; ROVIRA, C et al.Stochastic processes and their applications. 2010, Vol 120, Num 1, pp 39-65, issn 0304-4149, 27 p.Article

On Parabolic Volterra Equations Disturbed by Fractional Brownian MotionsSPERLICH, Stefan.Stochastic analysis and applications. 2009, Vol 27, Num 1, pp 74-94, issn 0736-2994, 21 p.Article

p-variation of an integral functional driven by fractional Brownian motionLITAN YAN; XIANGFENG YANG; YUNSHENG LU et al.Statistics & probability letters. 2008, Vol 78, Num 9, pp 1148-1157, issn 0167-7152, 10 p.Article

Grandes déviations du temps local du mouvement brownien fractionnaire = Large deviations for the fractional Brownian local timeLAKHEL, El Hassan.Comptes rendus. Mathématique. 2002, Vol 334, Num 9, pp 797-801, issn 1631-073XArticle

A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter > 1/2MAMADOU ABDOUL DIOP; OUKNINE, Youssef.Statistics & probability letters. 2011, Vol 81, Num 8, pp 1013-1020, issn 0167-7152, 8 p.Article

On the Weighted Local Time and the Tanaka Formula for the Multidimensional Fractional Brownian MotionUEMURA, Hideaki.Stochastic analysis and applications. 2008, Vol 26, Num 1, pp 136-168, issn 0736-2994, 33 p.Article

Quasi-sure p-variation of fractional Brownian motionGUILAN CAO; KAI HE.Statistics & probability letters. 2007, Vol 77, Num 5, pp 543-548, issn 0167-7152, 6 p.Article

Stochastic calculus with respect to fractional Brownian motionNUALART, David.Annales de la faculté des sciences de Toulouse. 2006, Vol 15, Num 1, pp 63-77, issn 0240-2963, 15 p.Conference Paper

Linear stochastic differential equations driven by a fractional brownian motion with hurst parameter less than 1/2LEON, Jorge A; SAN MARTIN, Jaime.Stochastic analysis and applications. 2007, Vol 25, Num 1, pp 105-126, issn 0736-2994, 22 p.Article

Continuity with respect to the Hurst parameter of the laws of the multiple fractional integralsJOLIS, Maria; VILES, Noèlia.Stochastic processes and their applications. 2007, Vol 117, Num 9, pp 1189-1207, issn 0304-4149, 19 p.Article

Variational solutions for a class of fractional stochastic partial differential equationsNUALART, David; VUILLERMOT, Pierre-A.Comptes rendus. Mathématique. 2005, Vol 340, Num 4, pp 281-286, issn 1631-073X, 6 p.Article

Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motionsBAUDOIN, Fabrice; CHENG OUYANG.Stochastic processes and their applications. 2011, Vol 121, Num 4, pp 759-792, issn 0304-4149, 34 p.Article

Continuity in the Hurst parameter of the law of the symmetric integral with respect to the fractional Brownian motionJOLIS, Maria; VILES, Noèlia.Stochastic processes and their applications. 2010, Vol 120, Num 9, pp 1651-1679, issn 0304-4149, 29 p.Article

Insurance control for classical risk model with fractional Brownian motion perturbationZHANG, H. Y; BAI, L. H; ZHOU, A. M et al.Statistics & probability letters. 2009, Vol 79, Num 4, pp 473-480, issn 0167-7152, 8 p.Article

A note on upper estimates for Pickands constantsDEBICKI, Krzysztof; KISOWSKI, Pawel.Statistics & probability letters. 2008, Vol 78, Num 14, pp 2046-2051, issn 0167-7152, 6 p.Article

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