Prediction and Translation of Fractional Brownian Motions-Reference-Cited by-同舟云学术

Prediction and Translation of Fractional Brownian Motions

Published:2001 Issue: Volume: Page:153-171
ISSN:
Container-title:Stochastics in Finite and Infinite Dimensions
language:
Short-container-title:

Author:

Hu Yaozhong

Publisher

Birkhäuser Boston

Link

http://link.springer.com/content/pdf/10.1007/978-1-4612-0167-0_9.pdf

Reference14 articles.

1. Albs E., Mazet O. and Nualart D. Stochastic calculus with respect to fractional Brownian motion with Hurst parameter less than 1/2. Preprint, Universitat de Barcelona, 1999.

2. Barton, R. J.; Poor, H. V. Signal detection in fractional Gaussian noise.IEEE Trans. Inform. Theory34 (1988), 943–959.

3. Duncan T. E., Hu Y. and Pasik-Duncan B. Stochastic calculus for fractional Brownian motion. I. Theory.SIAM J. Control Optim.38 (2000), 582–612.

4. Gripenberg G. and Norros I. On the Prediction of Fractional Brownian Motion.J. App. Prob.33 (1996), 400–410.

5. Hu Y. and Oksendal B. Fractional white noise calculus and applications to finance. Preprint, University of Oslo, 1999.

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