Q5214850 (Q5214850): Difference between revisions

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+Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2
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+Stochastic integration with respect to the fractional Brownian motion
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+Stability analysis of linear distributed order fractional systems with distributed delays
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+Stochastic Calculus for Fractional Brownian Motion and Applications
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+Exact confidence intervals for the Hurst parameter of a fractional Brownian motion
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+A probabilistic analogue of the mean value theorem and its applications to reliability theory
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+Stochastic analysis, rough path analysis and fractional Brownian motions.
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+FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
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+Q2871888
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+Q5155416
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+Q4625350
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+Laplace transform inversion on the real line is truly ill-conditioned
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+Numerical solution of stochastic fractional differential equations
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+Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion
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+Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion
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+Q5699297
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+On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion
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+Stochastic analysis of fractional brownian motions
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+Differential equations driven by fractional Brownian motion
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+Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method
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+Laplace transform and finite difference methods for the Black-Scholes equation
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+Stability analysis of neutral linear fractional system with distributed delays
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