Pages that link to "Item:Q4943736"

The following pages link to Stochastic Calculus for Fractional Brownian Motion I. Theory (Q4943736):

Displaying 50 items.

• Evolution equations driven by a fractional Brownian motion (Q1403848) (← links)
• Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2 (Q1411879) (← links)
• Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\). (Q1433879) (← links)
• Arbitrage with fractional Gaussian processes (Q1620481) (← links)
• On the non-Lipschitz stochastic differential equations driven by fractional Brownian motion (Q1627970) (← links)
• Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions (Q1637053) (← links)
• Solutions to BSDEs driven by multidimensional fractional Brownian motions (Q1665780) (← links)
• Pricing currency options in the mixed fractional Brownian motion (Q1673068) (← links)
• Fractional stochastic differential equations satisfying fluctuation-dissipation theorem (Q1685490) (← links)
• On moment estimates and continuity for solutions of SDEs driven by fractional Brownian motions under non-Lipschitz conditions (Q1686376) (← links)
• Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
• Impact of correlated noises on additive dynamical systems (Q1718917) (← links)
• Lyapunov techniques for stochastic differential equations driven by fractional Brownian motion (Q1723782) (← links)
• Pricing of equity indexed annuity under fractional Brownian motion model (Q1723974) (← links)
• Integrated fractional resolvent operator function and fractional abstract Cauchy problem (Q1724111) (← links)
• An averaging principle for stochastic differential delay equations with fractional Brownian motion (Q1724206) (← links)
• Moment stability via resolvent operators of fractional stochastic differential inclusions driven by fractional Brownian motion (Q1735444) (← links)
• Existence and uniquenes results for systems of impulsive functional stochastic differential equations driven by fractional Brownian motion with multiple delay (Q1741782) (← links)
• A stochastic maximum principle for processes driven by fractional Brownian motion. (Q1766033) (← links)
• On arbitrage and Markovian short rates in fractional bond markets (Q1767760) (← links)
• Maximal inequalities for the iterated fractional integrals (Q1771439) (← links)
• Ergodicity of stochastic differential equations driven by fractional Brownian motion (Q1775448) (← links)
• Some processes associated with fractional Bessel processes (Q1780930) (← links)
• The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate (Q1782521) (← links)
• The pricing of credit default swaps under a generalized mixed fractional Brownian motion (Q1782751) (← links)
• Tanaka formula for the fractional Brownian motion. (Q1888781) (← links)
• Hypothesis testing in a fractional Ornstein-Uhlenbeck model (Q1929673) (← links)
• Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes (Q1934446) (← links)
• Comparison of Black-Scholes formula with fractional Black-Scholes formula in the foreign exchange option market with changing volatility (Q1959131) (← links)
• Backward stochastic differential equations driven by fractional noise with non-Lipschitz coefficients (Q1987667) (← links)
• A stochastic maximum principle for general controlled systems driven by fractional Brownian motions (Q1996147) (← links)
• Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations (Q2011508) (← links)
• Temporal second-order difference methods for solving multi-term time fractional mixed diffusion and wave equations (Q2048823) (← links)
• Pricing vulnerable options in a mixed fractional Brownian motion with jumps (Q2063466) (← links)
• Superconvergence analysis of a two-grid finite element method for nonlinear time-fractional diffusion equations (Q2091388) (← links)
• New discussion regarding approximate controllability for Sobolev-type fractional stochastic hemivariational inequalities of order \(r\in(1,2)\) (Q2094510) (← links)
• Optimal type-2 fuzzy synchronization of two different fractional-order chaotic systems with variable orders with an application to secure communication (Q2099971) (← links)
• Large deviation principle for a mixed fractional and jump diffusion process (Q2101305) (← links)
• Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) (← links)
• Almost periodic solutions in distribution to affine stochastic differential equations driven by a fractional Brownian motion (Q2113579) (← links)
• Solutions of a disease model with fractional white noise (Q2120701) (← links)
• ELS pricing and hedging in a fractional Brownian motion environment (Q2128261) (← links)
• Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz condition (Q2142051) (← links)
• A stochastic calculus for Rosenblatt processes (Q2145804) (← links)
• Fractional randomness and the Brownian bridge (Q2149284) (← links)
• Some recent progress on stochastic heat equations (Q2153091) (← links)
• Martingale representation and logarithmic-Sobolev inequality for the fractional Ornstein-Uhlenbeck measure (Q2155577) (← links)
• Pricing formula for european currency option and exchange option in a generalized jump mixed fractional Brownian motion with time-varying coefficients (Q2157559) (← links)
• Robust \(H_\infty\) filtering and control for a class of linear systems with fractional stochastic noise (Q2160088) (← links)
• Parameter identification for mixed fractional Brownian motions with the drift parameter (Q2164277) (← links)