:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Author:	Rao, B. L. S. Prakasa
Format:	Preprint
Published:	2024
Subjects:	Probability 60G22
Online Access:	https://arxiv.org/abs/2406.16373
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Maximal inequalities for bifractional Brownian motion
by: Rao, B. L. S. Prakasa
Published: (2024)

Parameter estimation for generalized mixed fractional stochastic heat equation
by: Rao, B. L. S. Prakasa
Published: (2025)

Minimum $L_1$-norm estimation for fractional Ornstein-Uhlenbeck type process driven by a Hermite process
by: Rao, B. L. S. Prakasa
Published: (2025)

How smooth is the drift of the mixed fractional Brownian motion?
by: Chigansky, Pavel, et al.
Published: (2025)

Nonparametric estimation of linear multiplier for processes driven by a bifractional Brownian motion
by: Rao, B. L. S. Prakasa
Published: (2024)

Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion
by: López-Mimbela, José Alfredo, et al.
Published: (2023)

Entropy of Wiener integrals with respect to fractional Brownian motion
by: Bodnarchuk, Iryna, et al.
Published: (2025)

An Itô-Wentzell formula for the fractional Brownian motion
by: Maia, Luís
Published: (2024)

Lower classes and Chung's LILs of the fractional integrated generalized fractional Brownian motion
by: Lyu, Mengjie, et al.
Published: (2024)

Strassen's local law of the iterated logarithm for the generalized fractional Brownian motion
by: Wang, Ran, et al.
Published: (2024)

Multi-dimensional fractional Brownian motion in the G-setting
by: Biagini, Francesca, et al.
Published: (2023)

On the exponential integrability of the derivative of intersection and self-intersection local time for fractional Brownian motion and a limit theorem related to the self-intersection local time for fractional Brownian motion
by: Das, Kaustav, et al.
Published: (2025)

Fluctuation from averaging limit under fractional Brownian motion
by: Yang, Xiaoyu, et al.
Published: (2026)

Stochastic equations with singular drift driven by fractional Brownian motion
by: Butkovsky, Oleg, et al.
Published: (2023)

Hadamard fractional Brownian motion: path properties and Wiener integration
by: Beghin, Luisa, et al.
Published: (2025)

Nonparametric estimation of linear multiplier for processes driven by a Hermite process
by: Rao, B. L. S. Prakasa
Published: (2026)

An asymptotic expansion of the norm of $e^{-|{t-s}|}{1}_{\{0\le s,t\le T\}}$ in the canonical Hilbert space of fractional Brownian motion
by: Chen, Yong
Published: (2025)

On the negativity of the top Lyapunov exponent for stochastic differential equations driven by fractional Brownian motion
by: Neamţu, Alexandra Blessing, et al.
Published: (2025)

Large deviations of slow-fast systems driven by fractional Brownian motion
by: Gailus, Siragan, et al.
Published: (2022)

Stochastic differential equations driven by fractional Brownian motion: dependence on the Hurst parameter
by: Kwossek, Anna P., et al.
Published: (2025)

Uniform pathwise stability of additive singular SDEs driven by fractional Brownian motion
by: Dareiotis, Konstantinos, et al.
Published: (2025)

Synchronization by noise for stochastic differential equations driven by fractional Brownian motion
by: Blessing, Alexandra, et al.
Published: (2026)

Persistence probabilities of spherical fractional Brownian motion
by: Aurzada, Frank, et al.
Published: (2025)

The Onsager-Machlup functional for distribution dependent SDEs driven by fractional Brownian motion
by: Zhu, Yanbin, et al.
Published: (2025)

On explosion time in stochastic differential equations driven by fractional Brownian motion
by: Garzon, Johanna, et al.
Published: (2024)

Asymptotic properties of parameter estimators in Vasicek model driven by tempered fractional Brownian motion
by: Mishura, Yuliya, et al.
Published: (2024)

Discretization of integrals driven by multifractional Brownian motions with discontinuous integrands
by: Ralchenko, Kostiantyn, et al.
Published: (2024)

A regularity property of fractional Brownian sheets
by: Bouafia, Philippe, et al.
Published: (2024)

Blow-up estimates for a system of semilinear SPDEs driven by mixed fractional Brownian motions
by: Sankar, S., et al.
Published: (2022)

New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion
by: Takahashi, Akihiko, et al.
Published: (2023)

On Approximate Representation of Fractional Brownian Motion
by: Rybakov, Konstantin A.
Published: (2025)

Spectral Representation and Simulation of Fractional Brownian Motion
by: Rybakov, Konstantin A.
Published: (2024)

Generalized Counting Process with Random Drift and Different Brownian Clocks
by: Khandakar, Mostafizar, et al.
Published: (2025)

Large deviation principle for slow-fast system with mixed fractional Brownian motion
by: Inahama, Yuzuru, et al.
Published: (2023)

Tempered space-time fractional negative binomial process
by: Shilpa, et al.
Published: (2024)

Concentration estimates for SPDEs driven by fractional Brownian motion
by: Berglund, Nils, et al.
Published: (2024)

Fast and explicit European option pricing under tempered stable processes
by: Agazzotti, Gaetano, et al.
Published: (2025)

Large deviation principle for slow-fast systems with infinite-dimensional mixed fractional Brownian motion
by: Xu, Wenting, et al.
Published: (2024)

Moderate deviations for two-time scale systems with mixed fractional Brownian motion
by: Yang, Xiaoyu, et al.
Published: (2023)

Rough Heston model as the scaling limit of bivariate cumulative heavy-tailed INAR processes: Weak-error bounds and option pricing
by: Wang, Yingli, et al.
Published: (2025)