37 citations to 10.1016/S0167-7152(98)00290-9 (Crossref Cited-By Service)
  1. Алексей Анатольевич Муравлeв, Alexey Anatol'evich Muravlev, “Представление фрактального броуновского движения через бесконечномерный процесс Орнштейна - Уленбека”, УМН, 66, № 2, 2011, 235  crossref
  2. Jim Gatheral, Thibault Jaisson, Mathieu Rosenbaum, “Volatility is rough”, Quantitative Finance, 18, № 6, 2018, 933  crossref
  3. Ibrahima Mendy, Armel Fabrice Yodé, “Minimum distance parameter estimation for a stochastic equation with additive fractional Brownian sheet”, Random Operators and Stochastic Equations, 18, № 3, 2010  crossref
  4. Chihoon Lee, Ananda Weerasinghe, “Stationarity and control of a tandem fluid network with fractional Brownian motion input”, Advances in Applied Probability, 43, № 3, 2011, 847  crossref
  5. B. L. S. Prakasa Rao, “More on maximal inequalities for sub-fractional Brownian motion”, Stochastic Analysis and Applications, 38, № 2, 2020, 238  crossref
  6. Jim Gatheral, Thibault Jaisson, Mathieu Rosenbaum, “Volatility is Rough”, SSRN Journal, 2014  crossref
  7. Konstantin Borovkov, Yuliya Mishura, Alexander Novikov, Mikhail Zhitlukhin, “Bounds for expected maxima of Gaussian processes and their discrete approximations”, Stochastics, 89, № 1, 2017, 21  crossref
  8. Jean Mémin, Yulia Mishura, Esko Valkeila, “Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion”, Statistics & Probability Letters, 51, № 2, 2001, 197  crossref
  9. Andrew T.A Wood, “Acknowledgement of priority”, Stochastic Processes and their Applications, 93, № 2, 2001, 349  crossref
  10. Ian W. McKeague, Bodhisattva Sen, “Fractals with point impact in functional linear regression”, Ann. Statist., 38, № 4, 2010  crossref
Предыдущая
1
2
3
4
Следующая