Precursor
发表于 2025-3-26 22:36:18
Stochastic Integration with Respect to fBm and Related Topics,ped by Zähle (Zah98), (Zah99), (Zah01)..Consider two nonrandom functions f and g defined on some interval . and suppose that the limits . and . exist. Put . Suppose also that . for some . Then evidently, .
Reclaim
发表于 2025-3-27 01:32:54
Filtering in Systems with Fractional Brownian Noise,ner processes,. are independent fractional Brownian motions with Hurst indices . is an fBm with Hurst index . all the processes are mutually independent, random initial conditions . are independent of each other and independent of all the processes . the functions . are measurable in their variables
anaphylaxis
发表于 2025-3-27 07:51:01
http://reply.papertrans.cn/88/8779/877871/877871_33.png
Forsake
发表于 2025-3-27 09:40:24
Statistical Inference with Fractional Brownian Motion, Riemann–Stieltjes integral, . then . and if the behavior of geometric process is guided by the Wick integral, . then . So, the natural question arises: what trend actually has geometric fBm? This question was considered in the paper (KMV05), and here we present a solution of this problem. In what f
积云
发表于 2025-3-27 15:53:07
Wiener Integration with Respect to Fractional Brownian Motion, integrals converge for almost all (a.a.) . (with respect to (w.r.t.) Lebesgue measure)..The Riemann-Liouville fractional integrals on . are defined as . and . respectively..The function . if the corresponding integrals converge for a.a... According to (SKM93), we have inclusion .. Moreover, the following Hardy–Littlewood theorem holds.
considerable
发表于 2025-3-27 21:21:01
Filtering in Systems with Fractional Brownian Noise,nt, random initial conditions . are independent of each other and independent of all the processes . the functions . are measurable in their variables and satisfy the conditions that are sufficient for the existenceof pathwise integrals w.r.t. corresponding fBms.
愤慨一下
发表于 2025-3-28 01:49:50
Book 2008lists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. Among these are results about Levy characterization of fractional Brownian motion, maximal moment inequalities for Wiener integrals including the values 0<H<1/2 of Hurst index, the
或者发神韵
发表于 2025-3-28 02:49:34
http://reply.papertrans.cn/88/8779/877871/877871_38.png