Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion (Q3535734): Difference between revisions

@@ Property / author @@
+João M. E. Guerra
@@ Property / author: João M. E. Guerra / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2021442604
@@ Property / OpenAlex ID: W2021442604 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.4963
@@ Property / arXiv ID: 0801.4963 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Fractional Brownian motion: theory and applications
+Normal rank
@@ Property / cites work @@
+Arbitrage with Fractional Brownian Motion
@@ Property / cites work: Arbitrage with Fractional Brownian Motion / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic analysis of the fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Stochastic integration with respect to fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion I. Theory
+Normal rank
@@ Property / cites work @@
+Stochastic calculus with respect to Gaussian processes
+Normal rank
@@ Property / cites work @@
+FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
+Normal rank
@@ Property / cites work @@
+Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter \(H \in (0,\frac {1}{2})\)
+Normal rank
@@ Property / cites work @@
+An inequality of the Hölder type, connected with Stieltjes integration
+Normal rank
@@ Property / cites work @@
+Integration with respect to fractal functions and stochastic calculus. I
+Normal rank
@@ Property / cites work @@
+\(m\)-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index
+Normal rank
@@ Property / cites work @@
+Stieltjes integrals of Hölder continuous functions with applications to fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Stochastic analysis, rough path analysis and fractional Brownian motions.
+Normal rank
@@ Property / cites work @@
+The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type.
+Normal rank
@@ Property / cites work @@
+Q5524051
@@ Property / cites work: Q5524051 / rank @@
+Normal rank
@@ Property / cites work @@
+Existence of strong solutions for Itô's stochastic equations via approximations
+Normal rank