Pages that link to "Item:Q730713"

The following pages link to A singular stochastic differential equation driven by fractional Brownian motion (Q730713):

Displaying 16 items.

• Mixed fractional Heston model and the pricing of American options (Q1675943) (← links)
• Convergence of a numerical scheme associated to stochastic differential equations with fractional Brownian motion (Q2034423) (← links)
• Moment estimates and applications for SDEs driven by fractional Brownian motions with irregular drifts (Q2037516) (← links)
• Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion (Q2309581) (← links)
• Stochastic differential equations driven by fractional Brownian motion and Poisson point process (Q2345122) (← links)
• Generalisation of fractional Cox-Ingersoll-Ross process (Q2674613) (← links)
• Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficients (Q4986425) (← links)
• Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation (Q5001562) (← links)
• Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises (Q5080068) (← links)
• Estimation of the Hurst index of the solutions of fractional SDE with locally Lipschitz drift (Q5132224) (← links)
• Integration by Parts Formula and Applications for SDEs Driven by Fractional Brownian Motions (Q5247359) (← links)
• Sandwiched SDEs with unbounded drift driven by Hölder noises (Q6068847) (← links)
• Fractional diffusion Bessel processes with Hurst index \(H \in (0, \frac{1}{2})\) (Q6152268) (← links)
• Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises (Q6157440) (← links)
• Backward Euler method for stochastic differential equations with non-Lipschitz coefficients driven by fractional\ Brownian motion (Q6173549) (← links)
• On the analysis of Ait-Sahalia-type model for rough volatility modelling (Q6204804) (← links)