Imagen de Portada

Parameter Estimation for Complex α-Fractional Brownian Bridge

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Chen, Yong, Fang, Lin, Li, Ying, Zhou, Hongjuan
Formato:	Preprint
Publicado:	2026
Materias:	Probability
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Parameter Estimation for the Complex Fractional Ornstein-Uhlenbeck Processes with Hurst parameter H \in (0, 1/2)
por: Alazemi, Fares, et al.
Publicado: (2024)

Optimal Stopping of a Brownian Excursion and an $α$-dimensional Bessel Bridge
por: Hobson, David, et al.
Publicado: (2025)

Parameter estimation of integrated fractional Brownian motion
por: Mastrogiovanni, Marco, et al.
Publicado: (2025)

Persistence Probability of Fractional Brownian Motion with Random Hurst Exponent
por: Aurzada, Frank, et al.
Publicado: (2026)

Self-repellent Brownian Bridges in an Interacting Bose Gas
por: Bolthausen, Erwin, et al.
Publicado: (2024)

Fractional Brownian Motion with Negative Hurst Exponent
por: Meerson, Baruch, et al.
Publicado: (2025)

Maximum Principle for Control System driven by Mixed Fractional Brownian Motion
por: Li, Yuhang, et al.
Publicado: (2023)

Hitting Probabilities for Hypoelliptic Differential Equations Driven by Fractional Brownian Motion
por: Geng, Xi, et al.
Publicado: (2025)

Functional Stochastic Differential Equations with Positivity Constraints Driven by Fractional Brownian Motion
por: Monir, Chadad
Publicado: (2024)

Local Asymptotic Normality for Mixed Fractional Brownian Motion Under High-Frequency Observation
por: Cai, Chunhao, et al.
Publicado: (2026)

Asymptotic Properties of the Derivative of Self-Intersection Local Time of Multidimensional Fractional Brownian Motion
por: Gu, Jiazhen, et al.
Publicado: (2025)

On a Computable Skorokhod's Integral Based Estimator of the Drift Parameter in Fractional SDE
por: Marie, Nicolas
Publicado: (2023)

Regularity of Weighted Tensorized Fractional Brownian Fields and associated function spaces
por: Esser, Céline, et al.
Publicado: (2024)

Large systems of symmetrized trapped Brownian Bridges and Schrodinger processes
por: Adams, Stefan, et al.
Publicado: (2024)

Sample Path Properties of the Fractional Wiener--Weierstrass Bridge
por: Schied, Alexander, et al.
Publicado: (2024)

Berry-Esseen bound for the Moment Estimation of the fractional Ornstein-Uhlenbeck model under fixed step size discrete observations
por: Tang, Zheng, et al.
Publicado: (2025)

Fractional Ito Calculus for Randomly Scaled Fractional Brownian Motion and its Applications to Evolution Equations
por: Butko, Yana A., et al.
Publicado: (2024)

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

Fractional Boundary Value Problems and Elastic Sticky Brownian Motions, I: The half line
por: D'Ovidio, Mirko
Publicado: (2024)

Fractional Brownian motion in confining potentials: non-equilibrium distribution tails and optimal fluctuations
por: Meerson, Baruch, et al.
Publicado: (2024)

Weighted Sub-fractional Brownian Motion Process: Properties and Generalizations
por: Hermenegildo, Ramirez-Gonzalez Jose, et al.
Publicado: (2024)

Wellposedness and averaging principle for conditional distribution dependent SDEs driven by standard Brownian motions and fractional Brownian motions
por: Tan, Li, et al.
Publicado: (2025)

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

The on/off Brownian snake
por: Buckland, Matthew, et al.
Publicado: (2026)

Universality of the Brownian net
por: Sun, Rongfeng, et al.
Publicado: (2024)

Critical Drift for Brownian Bees and a Reflected Brownian Motion Invariance Principle
por: Mercer, Jacob
Publicado: (2024)

Fine properties of fractional Brownian motions on Wiener space
por: Li, Jiawei, et al.
Publicado: (2018)

From boundary random walks to Feller's Brownian Motions
por: Li, Liping, et al.
Publicado: (2025)

Small deviation for the mutual intersection local time of Brownian motions
por: Chen, Xia, et al.
Publicado: (2024)

Almost Periodic and Periodic Solutions of Differential Equations Driven by the Fractional Brownian Motion with Statistical Application
por: Marie, Nicolas, et al.
Publicado: (2020)

Birth-death processes are time-changed Feller's Brownian motions
por: Li, Liping
Publicado: (2024)

Infinite horizon quadratic backward stochastic differential equations driven by $G$-Brownian motion
por: Lin, Yiqing, et al.
Publicado: (2025)

On the excision of Brownian bridge paths
por: Ojeda, Gabriel Berzunza, et al.
Publicado: (2026)

Large deviation principle for fractional Brownian motion with respect to capacity
por: Li, Jiawei, et al.
Publicado: (2018)

Formalization of Brownian motion in Lean
por: Degenne, Rémy, et al.
Publicado: (2025)

Brownian symmetrization of planar domains
por: Boudabra, Maher, et al.
Publicado: (2024)

A note on Refracted Skew Brownian Motion with an application
por: Ahmadi, Zaniar, et al.
Publicado: (2024)

Stochastic Volterra integral equations driven by $ G $-Brownian motion
por: Zhao, Bingru, et al.
Publicado: (2025)

Exponential Euler method for stiff SDEs driven by fractional Brownian motion
por: Chen, Haozhe, et al.
Publicado: (2024)

Reflected Stochastic Differential Equations Driven by G-Brownian Motion with Nonlinear Constraints
por: Li, Hanwu
Publicado: (2026)