Author:
Russo Francesco,Vallois Pierre
Publisher
Springer International Publishing
Reference21 articles.
1. A. Ayache, J. Lévy Véhel, Generalized multifractional Brownian motion: definition and preliminary results, in Fractals: Theory and Applications in Engineering (Springer, London, 1999), pp. 17–32
2. A. Ayache, A. Benassi, S. Cohen, J. Lévy Véhel, Regularity and identification of generalized multifractional Gaussian processes, in Séminaire de Probabilités XXXVIII, vol. 1857. Lecture Notes in Mathematics (Springer, Berlin, 2005), pp. 290–312
3. X. Bardina, K. Es-Sebaiy, An extension of bifractional Brownian motion. Commun. Stoch. Anal. 5(2), 333–340 (2011)
4. F. Biagini, Y. Hu, B. Øksendal, T. Zhang, Stochastic Calculus for Fractional Brownian Motion and Applications. Probability and Its Applications (New York) (Springer-Verlag London Ltd., London, 2008)
5. A. Bonami, A. Estrade, Anisotropic analysis of some Gaussian models. J. Fourier Anal. Appl. 9(3), 215–236 (2003)