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.
- Stochastic differential equations driven by a Wiener process and fractional Brownian motion: convergence in Besov space with respect to a parameter (Q651606) (← links)
- Surpassing the fractional derivative: concept of the memory-dependent derivative (Q651650) (← links)
- Semilinear backward doubly stochastic differential equations and SPDEs driven by fractional Brownian motion with Hurst parameter in \((0,1/2)\) (Q653654) (← links)
- A new inequality for the Riemann-Stieltjes integrals driven by irregular signals in Banach spaces (Q680873) (← links)
- On discrete time hedging errors in a fractional Black-Scholes model (Q681037) (← links)
- Controlled differential equations as Young integrals: a simple approach (Q710514) (← links)
- Fractional stochastic differential equations with applications to finance (Q713467) (← links)
- The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion (Q724563) (← links)
- Taylor schemes for rough differential equations and fractional diffusions (Q727475) (← links)
- Neutral stochastic integrodifferential equations driven by a fractional Brownian motion with impulsive effects and time-varying delays (Q727532) (← links)
- Properties of solutions of stochastic differential equations with standard and fractional Brownian motions (Q730386) (← links)
- A strong uniform approximation of fractional Brownian motion by means of transport processes (Q734645) (← links)
- Generalized Gaussian bridges (Q740196) (← links)
- On the eigenvalue process of a matrix fractional Brownian motion (Q744247) (← links)
- Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion (Q778250) (← links)
- Sample paths estimates for stochastic fast-slow systems driven by fractional Brownian motion (Q781802) (← links)
- A law of iterated logarithm for the subfractional Brownian motion and an application (Q824542) (← links)
- Asymptotic accuracy in estimation of a fractional signal in a small white noise (Q827934) (← links)
- Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm (Q887453) (← links)
- Scaling properties of weakly self-avoiding fractional Brownian motion in one dimension (Q906927) (← links)
- Rough differential equations driven by signals in Besov spaces (Q907800) (← links)
- When does fractional Brownian motion not behave as a continuous function with bounded variation? (Q990924) (← links)
- Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\) (Q1014000) (← links)
- Pricing geometric Asian power options under mixed fractional Brownian motion environment (Q1619132) (← links)
- Arbitrage with fractional Gaussian processes (Q1620481) (← links)
- On the non-Lipschitz stochastic differential equations driven by fractional Brownian motion (Q1627970) (← links)
- Nonlocal fractional stochastic differential equations driven by fractional Brownian motion (Q1631960) (← links)
- New and refined bounds for expected maxima of fractional Brownian motion (Q1640943) (← links)
- Bismut formula for a stochastic heat equation with fractional noise (Q1640947) (← links)
- Fractional Cox-Ingersoll-Ross process with non-zero ``mean'' (Q1641938) (← links)
- A note on exponential stability of non-autonomous linear stochastic differential delay equations driven by a fractional Brownian motion with Hurst index \(> \frac{1}{2}\) (Q1642262) (← links)
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
- Statistical inference for SPDEs: an overview (Q1656846) (← links)
- Existence and exponential stability for impulsive neutral stochastic functional differential equations driven by fBm with noncompact semigroup via Mönch fixed point (Q1659307) (← links)
- Controllability of nonlinear impulsive stochastic evolution systems driven by fractional Brownian motion (Q1665100) (← links)
- Solutions to BSDEs driven by multidimensional fractional Brownian motions (Q1665780) (← links)
- Pricing currency options in the mixed fractional Brownian motion (Q1673068) (← links)
- The self-normalized Donsker theorem revisited (Q1686349) (← links)
- Prediction law of fractional Brownian motion (Q1687206) (← links)
- Fractional smoothness of derivative of self-intersection local times (Q1687222) (← links)
- Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes (Q1690493) (← links)
- Forecasting of time data with using fractional Brownian motion (Q1693943) (← links)
- Stochastic Navier-Stokes equations with Caputo derivative driven by fractional noises (Q1706382) (← links)
- Attracting and quasi-invariant sets of neutral stochastic integro-differential equations with impulses driven by fractional Brownian motion (Q1710131) (← links)
- Controllability of a stochastic functional differential equation driven by a fractional Brownian motion (Q1711750) (← links)
- Exponential stability behavior of neutral stochastic integrodifferential equations with fractional Brownian motion and impulsive effects (Q1711757) (← links)
- Impact of correlated noises on additive dynamical systems (Q1718917) (← links)
- Pricing currency option in a mixed fractional Brownian motion with jumps environment (Q1719257) (← links)
- The structure of autocovariance matrix of discrete time subfractional Brownian motion (Q1720744) (← links)
- The pricing of vulnerable options in a fractional Brownian motion environment (Q1723398) (← links)