Conditional Characteristic Functions of Molchan-Golosov Fractional Lévy Processes with Application to Credit Risk. - Holger Fink (J. Appl. Probab., 2013)

Conditional Distributions of Processes Related to Fractional Brownian Motion. - Holger Fink; Claudia Klüppelberg; Martina Zähle (J. Appl. Probab., 2013)