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- driven by a fractional Brownian motion 2013-04-08 Paper Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert...10 bytes (16 words) - 17:47, 11 December 2023
- by a fractional Brownian motion 2017-06-30 Paper Existence and Uniqueness of Mild Solutions to Neutral SFDE driven by a Fractional Brownian Motion with...10 bytes (18 words) - 15:26, 10 December 2023
- logarithmic factors 2008-08-20 Paper The fractional mixed fractional brownian motion and fractional brownian sheet 2007-11-30 Paper The influence of a...10 bytes (18 words) - 15:07, 7 December 2023
- correlated mixed fractional Brownian motion 2024-03-04 Paper THE VALUATION OF EUROPEAN OPTION UNDER SUBDIFFUSIVE FRACTIONAL BROWNIAN MOTION OF THE SHORT RATE...10 bytes (16 words) - 11:57, 7 October 2023
- driven by fractional Brownian motion 2020-06-03 Paper Sobolev-type Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz...10 bytes (16 words) - 02:16, 25 September 2023
- variation of fractional Brownian motion in Brownian time 2015-06-15 Paper An Itô type formula for the fractional Brownian motion in Brownian time 2015-02-03...10 bytes (16 words) - 20:53, 24 September 2023
- differential equations driven by fractional Brownian motion 2019-07-18 Paper An integral functional driven by fractional Brownian motion 2019-06-28 Paper Weak solutions...10 bytes (16 words) - 09:27, 7 October 2023
- multifractional Brownian motions 2008-03-14 Paper The Multiparameter Fractional Brownian Motion 2008-01-04 Paper A set-indexed fractional Brownian motion 2007-02-14...10 bytes (16 words) - 16:01, 6 October 2023
- by fractional Brownian motion 2024-01-08 Paper Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion 2023-09-19...10 bytes (16 words) - 03:06, 25 September 2023
- driven by fractional Brownian motion 2019-09-25 Paper An integral functional driven by fractional Brownian motion 2019-06-28 Paper Fractional smoothness...10 bytes (16 words) - 07:27, 7 October 2023
- small deviation for mixed fractional Brownian motion with trend 2022-07-05 Paper Small deviations for mixed fractional Brownian motion with trend and with Hurst...10 bytes (19 words) - 19:11, 8 December 2023
- driven by fractional Brownian motion: hypoelliptic case 2022-04-22 Paper A \(K\)-rough path above the space-time fractional Brownian motion 2022-01-20...10 bytes (16 words) - 20:37, 9 December 2023
- integrals driven by fractional Brownian motion 2022-10-13 Paper Randomness and fractional stable distributions 2022-07-05 Paper Fractional randomness and the...10 bytes (16 words) - 00:13, 9 December 2023
- dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion 2022-03-30 Paper Weak convergence to the Rosenblatt...10 bytes (17 words) - 23:29, 10 December 2023
- 2007-08-20 Paper Deconvolution of fractional brownian motion 2006-05-24 Paper Wavelet-based simulation of fractional Brownian motion revisited 2005-08-01 Paper...10 bytes (16 words) - 01:08, 10 December 2023
- expected supremum of fractional Brownian motion at \(H=1\) 2022-11-09 Paper Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\)...10 bytes (16 words) - 14:52, 10 December 2023
- field theory to fractional stochastic calculus. II: Constructive proof of convergence for the Lévy area of fractional Brownian motion with Hurst index...10 bytes (19 words) - 17:29, 9 December 2023
- SELF-REPELLING (FRACTIONAL) BROWNIAN MOTION RESULTS AND OPEN QUESTIONS 2018-02-06 Paper Chaos decomposition and gap renormalization of Brownian self-intersection...10 bytes (18 words) - 04:22, 13 December 2023
- 2002-08-14 Paper Brownian motion reflected on Brownian motion 2002-07-29 Paper Stochastic Stratonovich calculus fBm for fractional Brownian motion with Hurst...10 bytes (17 words) - 11:56, 9 December 2023
- mixed fractional Brownian motion 2020-08-25 Paper Hurst index estimation in stochastic differential equations driven by fractional Brownian motion 2020-08-06...10 bytes (19 words) - 17:45, 11 December 2023
