Pages that link to "Item:Q2463941"
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The following pages link to Stochastic calculus for fractional Brownian motion and related processes. (Q2463941):
Displayed 50 items.
- Lyapunov techniques for stochastic differential equations driven by fractional Brownian motion (Q1723782) (← links)
- Parameter estimation for long-memory stochastic volatility at discrete observation (Q1724169) (← links)
- An averaging principle for stochastic differential delay equations with fractional Brownian motion (Q1724206) (← links)
- Least squares estimation for \(\alpha\)-fractional bridge with discrete observations (Q1724888) (← links)
- Random attractor for the 3D viscous primitive equations driven by fractional noises (Q1732149) (← links)
- On (signed) Takagi-Landsberg functions: \(p\)th variation, maximum, and modulus of continuity (Q1733782) (← 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)
- Optimal portfolio management in a modified constant elasticity of variance model (Q1742187) (← links)
- Modelling non-Markovian fluctuations in intracellular biomolecular transport (Q1749395) (← links)
- Stability analysis of a fractional order modified Leslie-Gower model with additive Allee effect (Q1751549) (← links)
- Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion (Q1755930) (← links)
- Pricing european option under the time-changed mixed Brownian-fractional Brownian model (Q1782839) (← links)
- Nonlocal stochastic integro-differential equations driven by fractional Brownian motion (Q1796868) (← links)
- Anderson polymer in a fractional Brownian environment: asymptotic behavior of the partition function (Q1800941) (← links)
- On pricing and hedging in financial markets with long-range dependence (Q1938961) (← links)
- Insider trading equilibrium in a market with memory (Q1938986) (← links)
- Uniqueness and explosion time of solutions of stochastic differential equations driven by fractional Brownian motion (Q1941303) (← links)
- Laplace approximation for rough differential equation driven by fractional Brownian motion (Q1942114) (← links)
- Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses (Q1955291) (← links)
- Regularity of multifractional moving average processes with random Hurst exponent (Q1979895) (← links)
- Approximate controllability of fractional stochastic differential equations driven by fractional Brownian motion (Q1988571) (← links)
- On the maximum of the discretely sampled fractional Brownian motion with small Hurst parameter (Q1990032) (← links)
- On a covariance structure of some subset of self-similar Gaussian processes (Q2000134) (← links)
- An integral functional driven by fractional Brownian motion (Q2000147) (← links)
- Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations (Q2011508) (← links)
- The local time of the fractional Ornstein-Uhlenbeck process (Q2015425) (← links)
- Stochastic Volterra equation driven by Wiener process and fractional Brownian motion (Q2015764) (← links)
- High-frequency trading with fractional Brownian motion (Q2022763) (← links)
- Oscillating Gaussian processes (Q2023470) (← links)
- Stability of linear stochastic differential equations of mixed type with fractional Brownian motions (Q2034728) (← links)
- Moment estimates and applications for SDEs driven by fractional Brownian motions with irregular drifts (Q2037516) (← links)
- Pricing of American carbon emission derivatives and numerical method under the mixed fractional Brownian motion (Q2039197) (← links)
- Forward and symmetric Wick-Itô integrals with respect to fractional Brownian motion (Q2048181) (← links)
- A Petrov-Galerkin finite element method using polyfractonomials to solve stochastic fractional differential equations (Q2048420) (← links)
- Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure (Q2048833) (← links)
- Nonparametric estimation for stochastic differential equations driven by mixed fractional Brownian motion with random effects (Q2051008) (← links)
- Results on nonlocal stochastic integro-differential equations driven by a fractional Brownian motion (Q2053453) (← links)
- Pricing vulnerable options in a mixed fractional Brownian motion with jumps (Q2063466) (← links)
- \(L^p\) uniform random walk-type approximation for fractional Brownian motion with Hurst exponent \(0 < H < \frac{1}{2} \) (Q2064883) (← links)
- Maximum likelihood estimation for sub-fractional Vasicek model (Q2066932) (← links)
- Solving random fractional second-order linear equations via the mean square Laplace transform: theory and statistical computing (Q2073122) (← links)
- Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle (Q2075900) (← links)
- Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\) (Q2082686) (← links)
- Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion (Q2087506) (← links)
- An integration by parts formula for stochastic heat equations with fractional noise (Q2088166) (← links)
- On the existence of traveling fronts in the fractional-order amari neural field model (Q2094413) (← links)
- Difference methods for time discretization of spectral fractional stochastic wave equation (Q2094466) (← links)
- Gaussian Volterra processes with power-type kernels. II (Q2103307) (← links)
- Rough homogenisation with fractional dynamics (Q2107412) (← links)