Sabzikar, Farzad

1. Tempered fractional Brownian and stable motions of second kind
   2017/02/23 by Sabzikar, Farzad, Surgailis, Donatas · 1 citation
   #FOS: Mathematics #Probability (math.PR)
2. Invariance Principles for Tempered Fractionally Integrated Processes
   2017/03/07 by Sabzikar, Farzad, Surgailis, Donatas · 1 citation
   #FOS: Mathematics #Probability (math.PR)
3. On fractional L 'evy processes: tempering, sample path properties and\n stochastic integration
   2019/10/01 by B. Cooper Boniece, Gustavo Didier, Boniece, Benjamin Cooper +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Fractional Differential Equations Solutions #Probability (math.PR) #Statistical Distribution Estimation and Applications #Stochastic processes and financial applications
4. How does tempering affect the local and global properties of fractional\n Brownian motion?
   2020/05/23 by Ehsan Azmoodeh, Azmoodeh, Ehsan, Yuliya Mishura +3 · 1 citation
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications