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Results: 1 to 8 of 8 found      Go to page: 1

[1] V. Doroshenko, Yu. Mishura and O. Banna. The distance between fractional Brownian motion and the subspace of martingales with ``similar'' kernels. Theor. Probability and Math. Statist. 87 (2013) 41-49.
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[2] G. M. Shevchenko and T. O. Shalaiko. Approximation of random variables by functionals of the increments of a fractional Brownian motion. Theor. Probability and Math. Statist. 87 (2013) 199-208.
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[3] Georgiy Shevchenko. Local properties of a multifractional stable field. Theor. Probability and Math. Statist. 85 (2012) 159-168.
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[4] Laurent E. Calvet and Adlai J. Fisher. Extreme Risk and Fractal Regularity in Finance. Contemporary Mathematics 601 (2013) 65-94.
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[5] M. V. Bratyk, Yu. V. Kozachenko and Yu. S. Mishura. Convergence of the maximum probability of success in the problem of quantile hedging for a model of an asset price process with long-range dependence. Theor. Probability and Math. Statist. 84 (2012) 15-31.
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[6] Yu. S. Mishura, S. V. Posashkova and S. V. Posashkov. Continuous dependence of solutions of stochastic differential equations driven by standard and fractional Brownian motion on a parameter. Theor. Probability and Math. Statist. 83 (2011) 111-126.
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[7] Georgiĭ Shevchenko. Properties of trajectories of a multifractional Rosenblatt process. Theor. Probability and Math. Statist. 83 (2011) 163-173. MR 2768856.
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[8] Marjorie G. Hahn, Kei Kobayashi and Sabir Umarov. Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion. Proc. Amer. Math. Soc. 139 (2011) 691-705. MR 2736349.
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Results: 1 to 8 of 8 found      Go to page: 1