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1-10 of 67 results for fractional Brownian motion

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Select article: On the Long Range Dependence of Time-Changed Generalized Mixed Fractional Brownian Motion

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Research article

First published 2025-5

On the Long Range Dependence of Time-Changed Generalized Mixed Fractional Brownian Motion

B. L. S. Prakasa Rao

Calcutta Statistical Association Bulletin

Select article: On Comparison of the Estimators of the Hurst Index of the Solutions of Stochastic Differential Equations Driven by the Fractional Brownian Motion

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Research article

First published 2011-2

On Comparison of the Estimators of the Hurst Index of the Solutions of Stochastic Differential Equations Driven by the Fractional Brownian Motion

Kęstutis Kubilius, Dmitrij Melichov

Informatica: An International Journal of Computing and Informatics

Select article: Estimation for Stochastic Differential Equations Driven by Mixed Fractional Brownian Motions

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Research article

First published 2009-3

Estimation for Stochastic Differential Equations Driven by Mixed Fractional Brownian Motions

B. L. S. Prakasa Rao

Calcutta Statistical Association Bulletin

Select article: Estimation for a Misspecified Cusp-Type Signal Driven by a Fractional Brownian Motion

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Research article

First published 2022-11

Estimation for a Misspecified Cusp-Type Signal Driven by a Fractional Brownian Motion

M. N. Mishra, B. L. S. Prakasa Rao

Calcutta Statistical Association Bulletin

Select article: On terminal value problems for bi-parabolic equations driven by Wiener process and fractional Brownian motions

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Research article

First published 2021-6-9

On terminal value problems for bi-parabolic equations driven by Wiener process and fractional Brownian motions

Nguyen Huy Tuan, Tomás Caraballo, Tran Ngoc Thach

Asymptotic Analysis

Select article: Exponential consensus of nonlinear multi-agent systems with fractional Brownian motions via sliding mode control

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Research article

First published 2026

Exponential consensus of nonlinear multi-agent systems with fractional Brownian motions via sliding mode control

Chengjian Zhang, Shaojuan Ma, Dongmei Wei [...]

Journal of Vibration and Control

Select article: Pricing Geometric Asian Options under Mixed Fractional Brownian Motion Environment with Superimposed Jumps

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Research article

First published 2018-5

Pricing Geometric Asian Options under Mixed Fractional Brownian Motion Environment with Superimposed Jumps

B.L.S. Prakasa Rao

Calcutta Statistical Association Bulletin

Select article: Dynamic Analysis of Posture Profiles in Quiet Stance on Carpets through Fractional Brownian Motion

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Other

First published 2008-01

Dynamic Analysis of Posture Profiles in Quiet Stance on Carpets through Fractional Brownian Motion

Jianhua Wu, Ning Pan, Keith R. Williams

Textile Research Journal

Select article: New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion

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Research article

First published 2024-10-3

New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion

Akihiko Takahashi, Toshihiro Yamada

Asymptotic Analysis

Select article: Some topics in fractional Brownian motion

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Research article

First published 2009-8

Some topics in fractional Brownian motion

Tyrone E. Duncan

Risk and Decision Analysis

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