Statistical Inference with Fractional Brownian Motion

On drift parameter estimation in models with fractional Brownian motion

Схоже за: Stochastic processes and financial applications · Statistical Distribution Estimation and Applications

Conservative SPDEs as fluctuating mean field limits of stochastic gradient descent

Схоже за: Stochastic processes and financial applications · Statistical Mechanics and Entropy

Analytical and Computational Problems Related to Fractional Gaussian Noise

Схоже за: Stochastic processes and financial applications · Statistical Distribution Estimation and Applications

Divergence of an integral of a process with small ball estimate

Схоже за: Stochastic processes and financial applications · Statistical Mechanics and Entropy

Wick theorems in non-Gaussian white noise calculus

Схоже за: Stochastic processes and financial applications · Statistical Mechanics and Entropy

Homogeneous stochastic non-Gaussian fields and their application in quantum field theory

Схоже за: Stochastic processes and financial applications · Statistical Mechanics and Entropy