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Publications by Donna Mary Salopek

Weighted Local Time for Fractional Brownian Motion and Applications to Finance

Stochastic Analysis and Applications

Applied Mathematics

English

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Convergence to Weighted Fractional Brownian Sheets

Communications on Stochastic Analysis

English

Alternative Frequency and Time Domain Versions of Fractional Brownian Motion

Econometric Theory

Social Sciences

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Super Fractional Brownian Motion, Fractional Super Brownian Motion and Related Self-Similar (Super) Processes

English

Harnack Inequality and Applications for Stochastic Retarded Differential Equations Driven by Fractional Brownian Motion

Journal of Partial Differential Equations

English

Birth–death Chains and the Local Time of Brownian Motion

Bulletin of the Australian Mathematical Society

English

Statistical Inference in Fractional Brownian Motion

Journal of Statistical Sciences

English

Some Applications of Occupation Times of Brownian Motion With Drift in Mathematical Finance

Journal of Applied Mathematics and Decision Sciences

English

Itô's Formula With Respect to Fractional Brownian Motion and Its Application

Journal of Applied Mathematics and Stochastic Analysis

English

A Series Expansion of Fractional Brownian Motion

Probability Theory and Related Fields

English