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Three financial models are considered. The model of fractional \\((B,S)\\)-market proposed by \\textit{M. Z\u00e4hle} [Probab. Theory Relat. Fields 111, No. 3, 333-374 (1998; Zbl 0918.60037)] is defined by the system of SDE NEWLINE\\[NEWLINEdB_t=rB_t dt, \\quad dS_t=S_t(\\mu dt+\\sigma \\delta B_t^H), \\;H\\in(0,1),NEWLINE\\]NEWLINE where \\(B_t\\) and \\(S_t\\) correspond to bonds and stocks, resp., \\(r\\) is the interest rate, \\(\\mu\\in R\\) is the appreciation rate, \\(\\sigma\\) is the volativity coefficient. NEWLINENEWLINENEWLINEIn the model of fractional \\((B,S)\\)-securities market proposed by \\textit{Y. Hu} and \\textit{B. \u00d8ksendal} [``Fractional white noise analysis and applications to finance'' (Preprint, Univ. Oslo, 1990)] the bond price \\(B(t)\\) is described by the equation \\(dB(t)=rB(t) dt\\), \\(B(0)=1\\), \\(0\\leq t\\leq T\\), and the stock price \\(S(t)\\) satisfies the equation \\(dS(t)=\\mu S(t) dt+\\sigma S(t) dB_t^H\\), \\(S(0)=S_0\\), \\(H\\in(1/2,1).\\) In the fractional \\((B,S)\\)-securities market in the scheme by \\textit{R. Elliott} and \\textit{I. Van der Hoek} [``A general fractional white noise theory and applications to finance'' (Preprint, Univ. Adelaide, 2000)] the bond price \\(B(t)\\) is described by the equation \\(dB(t)=rB(t) dt\\), \\(B(0)=1\\), \\(0\\leq t\\leq T\\), and the stock price \\(S(t)\\) satisfies the equation \\(dS(t)=\\mu S(t) dt+\\sigma S(t) dB_M(t)\\), \\(S(0)=S_0,\\) where \\(B_M(t)\\) is a linear combination of fractional Brownian motions. NEWLINENEWLINENEWLINEThese models of financial market appeared as a result of different approaches to the notion of stochastic integral with respect to fractional Brownian motion. Stochastic stability of fractional markets with jumps is also considered.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2784988$A19B6DB3-C77C-4974-BBAB-0E95946AAC77","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"f8bbc8e38831fbb21f0b463cbc9e97b04a4a561a","datavalue":{"value":{"entity-type":"item","numeric-id":591741,"id":"Q591741"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2784988$D1E8605E-88E1-4477-B02C-53E7B3F33E62","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bf3c33873e848241bdd85c6443a3e2c7b1e7dd7b","datavalue":{"value":{"entity-type":"item","numeric-id":5467766,"id":"Q5467766"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8a039b05850d48cc7fddec2f46cd8fc1f612076e","datavalue":{"value":{"amount":"+0.8146076202392578","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2784988$0E2AAC8D-CB94-40D7-AB42-C2B512166217","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"140cd4fc26f211aa7d6cec70880ca1618209969e","datavalue":{"value":{"entity-type":"item","numeric-id":713467,"id":"Q713467"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"396ec9508864fa64381d45d6371df2aae12cd5cd","datavalue":{"value":{"amount":"+0.8092392683029175","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2784988$9F97CFCD-30D4-4B93-87FB-ADB8CBAB9F2A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8379e846ee96f284ae59debc5addd192a1b77838","datavalue":{"value":{"entity-type":"item","numeric-id":2755274,"id":"Q2755274"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b0fca0ef74b334ca850d49de386f542559b61c4f","datavalue":{"value":{"amount":"+0.8050645589828491","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2784988$4BA52ADB-8EC0-43A8-879A-8C617A15DEEE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5c2b341b528133de616f300a92f64ebb5df40e8d","datavalue":{"value":{"entity-type":"item","numeric-id":5198556,"id":"Q5198556"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6d3670dcefe2cfe5ac03b0f5fa7626e6e31e2f7d","datavalue":{"value":{"amount":"+0.8047444224357605","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2784988$3AB4450D-9FB7-405C-A380-59359ADD3FEE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4a89238d9d3017f852165b24b23711ddd6c1b455","datavalue":{"value":{"entity-type":"item","numeric-id":2741102,"id":"Q2741102"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7e1d5868b8869788dd3003461265c9cacf595b12","datavalue":{"value":{"amount":"+0.8036048412322998","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2784988$76606542-B5BB-4FBF-9C30-70B9DAD468ED","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Stochastic stability of fractional \\((B,S)\\)-securities markets","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Stochastic_stability_of_fractional_%5C((B,S)%5C)-securities_markets"}}}}}