Monografie
A Wick functional limit theorem and applications to fractional Brownian motion
- Sprache
-
Englisch
- Anmerkungen
-
Saarbrücken, Universität des Saarlandes, Diss., 2013
- Identifier
-
1052953034
- Thema
-
Stochastisches Integral ; Stochastische Analysis ; Gebrochene Brownsche Bewegung ; Grenzwertsatz; Hochschulschrift
- Beteiligte Personen und Organisationen
-
Parczewski, Peter
Bender, Christian
- URN
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
26.01.2023, 13:53 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Monografie
Beteiligte
- Parczewski, Peter
- Bender, Christian
Ähnliche Objekte (12)
Fractional Brownian motion in crowded fluids
Probabilities on the Heisenberg group : limit theorems and Brownian motion
Reflection Negative Kernels and Fractional Brownian Motion
Stochastic lattice models driven by fractional Brownian motion
Stochastic calculus for fractional Brownian motion and related processes
Modeling inflation dynamics with fractional Brownian motions and Lévy processes
Semilinear fractional differential equations driven by a fractional Brownian motion with H>2/3
Brownian motion
Limit theorems for multipower variations of Lévy driven and fractional-Lévy-motion driven processes
Quantum Brownian motion
Hot Brownian Motion
Bounded brownian motion
Fractional Brownian motion in crowded fluids
Probabilities on the Heisenberg group : limit theorems and Brownian motion
Reflection Negative Kernels and Fractional Brownian Motion
Stochastic lattice models driven by fractional Brownian motion
Stochastic calculus for fractional Brownian motion and related processes
Modeling inflation dynamics with fractional Brownian motions and Lévy processes
Semilinear fractional differential equations driven by a fractional Brownian motion with H>2/3
Brownian motion
Limit theorems for multipower variations of Lévy driven and fractional-Lévy-motion driven processes
Quantum Brownian motion
Hot Brownian Motion
Bounded brownian motion
Fractional Brownian motion in crowded fluids
Probabilities on the Heisenberg group : limit theorems and Brownian motion
Reflection Negative Kernels and Fractional Brownian Motion
Stochastic lattice models driven by fractional Brownian motion
Stochastic calculus for fractional Brownian motion and related processes
Modeling inflation dynamics with fractional Brownian motions and Lévy processes
Semilinear fractional differential equations driven by a fractional Brownian motion with H>2/3
Brownian motion
Limit theorems for multipower variations of Lévy driven and fractional-Lévy-motion driven processes
Quantum Brownian motion
Hot Brownian Motion