Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
CES, SAMOS
University of Kansas
A construction of the rough path above fractional Brownian motion using Volterra's representation
A decomposition of the bifractional Brownian motion and some applications
A nonlinear stochastic heat equation: Hölder continuity and smoothness of the density of the solution
A singular stochastic differential equation driven by fractional Brownian motion
Central and non-central limit theorems for weighted power variations of fractional Brownian motion
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