Nonexplosion Criteria for Solutions of SDE with Fractional Brownian Motion (Q3423696): Difference between revisions

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+https://doi.org/10.1080/07362990601051930
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+W1994219921
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+On the prediction of fractional Brownian motion
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+A stochastic maximum principle for processes driven by fractional Brownian motion.
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+Stochastic Calculus for Fractional Brownian Motion I. Theory
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+The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach<sup>1</sup>
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