"On Chernoff’s Test for a Fractional Brownian Motion"

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Book	Author(s)	Year	Publisher
Selected Aspects of Fractional Brownian Motion	Ivan Nourdin	2012	Springer Milan
Fractional Brownian Motion - Approximations and Projections	Oksana Banna	2019	John Wiley & Sons
Stochastic Calculus for Fractional Brownian Motion and Applications	Francesca Biagini; Yaozhong Hu; Bernt Øksendal; Tusheng Zhang	2008	Springer London
Stochastic Calculus for Fractional Brownian Motion and Related Processes	Yuliya Mishura	2008	Springer Berlin Heidelberg
Brownian Motion	Peter Mörters; Yuval Peres	2010-03	Cambridge University Press
Brownian Motion	T. Hida	1980	Springer New York
Brownian Motion Calculus	Ubbo F. Wiersema	2008	Wiley
Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion	Corinne Berzin; Alain Latour; José R. León	2014	Springer International Publishing
Option Pricing in Fractional Brownian Markets	Stefan Rostek	2009	Springer Berlin Heidelberg
Aspects of Brownian Motion	Roger Mansuy; Marc Yor	2008	Springer Berlin Heidelberg
Brownian Motion and Diffusion	David Freedman	1983	Springer New York
Handbook of Brownian Motion	Andrei Borodin; Paavo Salminen	1996	Birkhäuser Basel
Brownian Motion and Molecular Reality	Raghav Seth; George E. Smith	2020	Oxford University Press
Brownian Motion and Stochastic Calculus	Ioannis Karatzas; Steven Shreve	2nd ed. 1998	Springer New York
Continuous Martingales and Brownian Motion	Daniel Revuz; Marc Yor	1991	Springer Berlin Heidelberg
Dynamical Theories of Brownian Motion	Edward Nelson	1967	Princeton University Press
Brownian Motion and Stochastic Calculus	Ioannis Karatzas, Steven E. Shreve (auth.)	1988	Springer US
Continuous Martingales and Brownian Motion	Daniel Revuz; Marc Yor	3rd ed. 1999	Springer Berlin Heidelberg
Brownian Motion and Stochastic Calculus	Ioannis Karatzas; Steven E. Shreve	1988	Springer New York
The Brownian Motion: A Rigorous but Gentle Introduction for Economists	Andreas Löffler; Lutz Kruschwitz	1st ed. 2019	Springer International Publishing
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Showing 1 to 20 of 100 entries

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Chapter	Author(s)	Book	Book Authors	Year	Publisher
On Chernoff’s Test for a Fractional Brownian Motion	Alexey Muravlev; Mikhail Zhitlukhin	2017 MATRIX Annals	Jan de Gier; Cheryl E. Praeger; Terence Tao	1st ed. 2019	Springer International Publishing
Fractional Brownian Motion	Ivan Nourdin	Selected Aspects of Fractional Brownian Motion	Ivan Nourdin	2012	Springer Milan
Fractional Brownian motion	David Nualart	The Malliavin Calculus and Related Topics	David Nualart	2nd ed. 2006	Springer Berlin Heidelberg
Fractional Brownian Motion	Laurent Decreusefond	Selected Topics in Malliavin Calculus: Chaos, Divergence and So Much More	Laurent Decreusefond	1st ed. 2022	Springer International Publishing
Fractional Brownian Motion	Donatien Hainaut	Continuous Time Processes for Finance: Switching, Self-exciting, Fractional and other Recent Dynamics	Donatien Hainaut	1st ed. 2022	Springer International Publishing
Fractional Brownian Motion	Hasan A. Fallahgoul; Sergio M. Focardi; Frank J. Fabozzi	Fractional Calculus and Fractional Processes with Applications to Financial Economics	Hassan Fallahgoul; Sergio Focardi and Frank Fabozzi	2017	Academic Press
On Simulating Fractional Brownian Motion	Jerzy Szulga; Fred Molz	High Dimensional Probability II	Evarist Giné; David M. Mason; Jon A. Wellner	2000	Birkhäuser Boston
6 - Fractional Brownian motion		Stochastic Calculus and Differential Equations for Physics and Finance	Joseph L. McCauley	2013-02	Cambridge University Press
148 Fractional Brownian Motion		Options, Futures, and Other Derivatives, Global Edition	John Hull	2021	Pearson
2 Fractional Brownian Motion		Proceedings of the first Workshop on Biological Physics 2000: Chulalongkorn University, Bangkok, Thailand, September 18-22, 2000	V. Sayakanit, Virulh Sa-Yakanit, Leif Matsson, Hans Frauenfelder	2001	World Scientific
148 Fractional Brownian motion		Options, Futures, and Other Derivatives	John Hull	2021	Pearson
163 Fractional Brownian motion		Fractal Geometry: Mathematical Foundations and Applications	Kenneth Falconer	2014	Wiley
95 Fractional Brownian Motion		Markov Processes for Stochastic Modeling	Oliver Ibe	2008	Academic Press
224 Fractional Brownian motion		Physics and Fractal Structures	Jean-Francois Gouyet	1996	Springer (hardcover) / Masson (paperback)
13 Fractional Brownian Motion		Selfsimilar Processes (Princeton Series in Applied Mathematics)	Paul Embrechts, Makoto Maejima	2002	Princeton University Press
222 Fractional Brownian motion		Complex Physical, Biophysical and Econophysical Systems: Proceedings of the 22nd Canberra International Physics Summer School	Robert L. Dewar	2010	World Scientific Publishing Company
3 Fractional Brownian Motion		Fractional calculus and fractional processes with applications to financial economics: theory and application /	Fallahgoul, Hasan A.,; Focardi, Sergio M.,; Fabozzi, Frank J.,		Elsevier Science & Technology Books
Processes Based on Fractional Brownian Motion		Fractal-Based Point Processes (Online Version)	Steven Bradley Lowen	2005	John Wiley & Sons
Pathwise integrals for fractional Brownian motion		Stochastic Calculus for Fractional Brownian Motion and Applications	Francesca Biagini; Yaozhong Hu; Bernt Øksendal; Tusheng Zhang	2008	Springer London
Local time for fractional Brownian motion		Stochastic Calculus for Fractional Brownian Motion and Applications	Francesca Biagini; Yaozhong Hu; Bernt Øksendal; Tusheng Zhang	2008	Springer London
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Showing 1 to 20 of 100 entries

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