Some Limit Theorems for Fractional Levy Brownian Motions on Rectangles in the Plane

Hwang ,  Kyo-Shin ,  Kang 외 8명

JKSS(Journal of the Korean Statistical Society)

1999 .01

WEAK CONVERGENCE FOR MULTIPLE STOCHASTIC INTEGRALS IN SKOROHOD SPACE

김윤태

한국수학논문집

2014 .01

Stochastic differential equations driven by an additive fractional Brownian sheet

Oussama El Ba ,  imi ,  Youssef Ouknine

대한수학회보

2019 .01

Estimation of drift parameter and change point via Kalman-Bucy filter for linear systems with signal driven by a fractional Brownian motion and observation driven by a Brownian motion

Mahend ,  a Nath Mish ,  a 외 3명

대한수학회지

2018 .01

A NONRANDOM VARIATIONAL APPROACH TO STOCHASTIC LINEAR QUADRATIC GAUSSIAN OPTIMIZATION INVOLVING FRACTIONAL NOISES (FLQG)

JUMARIE ,  GUY

Journal of applied mathematics & computing

2005 .01

Superior and Inferior Limits on the Increments of Gaussian Processes

Pa ,  k ,  Yong-Kab 외 5명

JKSS(Journal of the Korean Statistical Society)

1997 .01

Operator fractional Brownian sheet and martingale differences

Hongshuai Dai ,  Guangjun Shen ,  Liangwen Xia

대한수학회보

2018 .01

Central limit theorem for weighted local time of $L^2$ modulus of fractional Brownian motion

Chen ,  Chao ,  Yan 외 3명

JKSS(Journal of the Korean Statistical Society)

2012 .01

GIRSANOV THEOREM FOR GAUSSIAN PROCESS WITH INDEPENDENT INCREMENTS

Im ,  Man Kyu ,  Ji 외 3명

충청수학회지

2006 .01

Multi-Dimensional Local Limit Theorems for Large Deviations

So ,  Beong-o ,  Jeon 외 3명

JKSS(Journal of the Korean Statistical Society)

1984 .01

A Distribution for Regulated μ-Brownian Motion Process with Control Barrier at χ0

Young Sool Pa ,  k

한국데이터정보과학회지

1996 .06