Pages that link to "Item:Q1867948"
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The following pages link to Measuring anti-correlations in the nordic electricity spot market by wavelets (Q1867948):
Displayed 25 items.
- On continuous-time autoregressive fractionally integrated moving average processes (Q605852) (← links)
- Boundary controllability of nonlocal Hilfer fractional stochastic differential systems with fractional Brownian motion and Poisson jumps (Q667991) (← links)
- A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets (Q905391) (← links)
- Stability of delayed impulsive stochastic differential equations driven by a fractional Brown motion with time-varying delay (Q1628385) (← links)
- Option pricing under fast-varying and rough stochastic volatility (Q1630429) (← links)
- Global attracting set and exponential decay of second-order neutral stochastic functional differential equations driven by fBm (Q1631045) (← links)
- Harnack inequalities for SDEs driven by subordinator fractional Brownian motion (Q1698246) (← links)
- Global attracting sets and stability of neutral stochastic functional differential equations driven by Rosenblatt process (Q1705059) (← links)
- Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion (Q1730386) (← links)
- Global attractiveness and exponential decay of neutral stochastic functional differential equations driven by fBm with Hurst parameter less than 1/2 (Q1731908) (← links)
- Profit profiles in correlated markets (Q1847475) (← links)
- Emergence of turbulent epochs in oil prices (Q2213590) (← links)
- Stochastic fractional evolution equations with fractional Brownian motion and infinite delay (Q2335588) (← links)
- Ruin probability at a given time for a model with liabilities of the fractional Brownian motion type: A partial differential equation approach (Q3440865) (← links)
- Non-Gaussian behavior of reflected fractional Brownian motion (Q5006947) (← links)
- Controllability of neutral stochastic evolution equations driven by fBm with Hurst parameter less than 1/2 (Q5026903) (← links)
- Harnack inequalities for functional SDEs driven by subordinate multifractional Brownian motion (Q5030410) (← links)
- Stochastic pseudo-parabolic equations with fractional derivative and fractional Brownian motion (Q5074270) (← links)
- Global attracting set and exponential decay of coupled neutral SPDEs driven by fractional Brownian motion (Q5086617) (← links)
- A Unified Convergence Analysis for the Fractional Diffusion Equation Driven by Fractional Gaussian Noise with Hurst Index $H\in(0,1)$ (Q5088625) (← links)
- Option pricing under fast‐varying long‐memory stochastic volatility (Q5743117) (← links)
- Harnack inequalities for functional SDEs driven by subordinate fractional Brownian motion (Q5877854) (← links)
- \texttt{MFDFA}: efficient multifractal detrended fluctuation analysis in Python (Q6102017) (← links)
- On a fractional Rayleigh–Stokes equation driven by fractional Brownian motion (Q6140767) (← links)
- Strong approximation for fractional wave equation forced by fractional Brownian motion with Hurst parameter \(H \in ( 0 , \frac{1}{2} )\) (Q6175193) (← links)