On inference for fractional differential equations (Q1943988): Difference between revisions

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+.3966
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+Operators associated with a stochastic differential equation driven by fractional Brownian motions
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+Upper bounds for the density of solutions to stochastic differential equations driven by fractional Brownian motions
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+Multidimensional Stochastic Approximation Methods
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+Arbitrage in fractional Brownian motion models
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+Potential theory for hyperbolic SPDEs.
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+Arbitrage opportunities for a class of Gladyshev processes
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+A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion
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+Efficient Monte Carlo simulation of security prices
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+Multidimensional Stochastic Processes as Rough Paths
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+Local asymptotic mixed normality property for elliptic diffusion: A Malliavin calculus approach
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+NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND
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+Controlling rough paths
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+Ergodicity of stochastic differential equations driven by fractional Brownian motion
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+A simple framework to justify linear response theory
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+Ergodic theory for SDEs with extrinsic memory
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+Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion
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+Q5436608
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+FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
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+OPTIMAL CONSUMPTION AND PORTFOLIO IN A BLACK–SCHOLES MARKET DRIVEN BY FRACTIONAL BROWNIAN MOTION
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+Maximum Likelihood Theory for Large Interacting Systems
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+Statistical analysis of the fractional Ornstein--Uhlenbeck type process
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+Malliavin calculus for fractional delay equations
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+System Control and Rough Paths
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+The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion
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+Trees and asymptotic expansions for fractional stochastic differential equations
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+Differential equations driven by fractional Brownian motion
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+Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion
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+Consistency and asymptotic normality of an approximate maximum likelihood estimator for discretely observed diffusion processes
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+Parameter estimation for rough differential equations
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+A Stochastic Approximation Method
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+Arbitrage with Fractional Brownian Motion
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+Statistical aspects of the fractional stochastic calculus
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+Stock market prices and long-range dependence
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+Integration with respect to fractal functions and stochastic calculus. I
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