Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach (Q437400): Difference between revisions

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+https://doi.org/10.1007/s11071-011-0183-3
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+W2074655018
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Fractional Brownian motion: theory and applications
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+Stochastic Calculus for Fractional Brownian Motion and Applications
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+Stochastic calculus for fractional Brownian motion and related processes.
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+Arbitrage with Fractional Brownian Motion
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+Stochastic analysis of fractional brownian motions
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+Stochastic analysis of the fractional Brownian motion
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+Stochastic Calculus for Fractional Brownian Motion I. Theory
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+Publication:437400