Exact linearization of one dimensional Itô equations driven by fBm: Analytical and numerical solutions (Q841761): Difference between revisions

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+https://doi.org/10.1007/s11071-007-9312-4
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+Stochastic integration with respect to the fractional Brownian motion
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+Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2
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+An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter.
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+The Method of an Exact Linearization of n-order Ordinary Differential Equations
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+An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion
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+A Theory of the Term Structure of Interest Rates
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+Q3764976
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+Q4004325
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+Q5776300
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+Fractional Brownian Motions, Fractional Noises and Applications
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