Fine properties of fractional Brownian motions on Wiener space-Reference-Cited by-同舟云学术

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Fine properties of fractional Brownian motions on Wiener space

Published:2019-05 Issue:1 Volume:473 Page:141-173
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Li Jiawei,Qian Zhongmin

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference33 articles.

1. On the law of the iterated logarithm for Gaussian processes;Arcones;J. Theoret. Probab.,1995

2. Quasi-sure existence of gaussian rough paths and large deviation principles for capacities;Boedihardjo;Osaka J. Math.,2016

3. Fractional Fields and Applications;Cohen,2013

4. An introduction to (stochastic) calculus with respect to fractional Brownian motion;Coutin,2007

5. Stochastic analysis of the fractional Brownian motion;Decreusefond;Potential Anal.,1999

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1. A generative model for fBm with deep ReLU neural networks;Journal of Complexity;2022-12

2. Quasi-sure non-self-intersection for rough differential equations driven by fractional Brownian motion;ELECTRON COMMUN PROB;2022

3. Quasi-sure non-self-intersection for rough differential equations driven by fractional Brownian motion;Electronic Communications in Probability;2022-01-01

4. Large Deviation Principle for Fractional Brownian Motion with Respect to Capacity;Potential Analysis;2020-04-28

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