Pages that link to "Item:Q4357816"
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The following pages link to Stochastic analysis of fractional brownian motions (Q4357816):
Displayed 50 items.
- Solutions to BSDEs driven by both standard and fractional Brownian motions (Q350757) (← links)
- Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach (Q437400) (← links)
- Stochastic differential equations driven by fractional Brownian motions (Q605027) (← links)
- Fractional stochastic differential equations with applications to finance (Q713467) (← links)
- Estimation in models driven by fractional Brownian motion (Q731662) (← links)
- Variational solutions for partial differential equations driven by a fractional noise (Q820065) (← links)
- Quasi-sure \(p\)-variation of fractional Brownian motion (Q886328) (← links)
- Variational solutions and random dynamical systems to SPDEs perturbed by fractional Gaussian noise (Q904613) (← links)
- A white noise approach to stochastic integration with respect to the Rosenblatt process (Q907307) (← links)
- Fractional Brownian flows (Q966498) (← links)
- Milstein's type schemes for fractional SDEs (Q985345) (← links)
- Insurance control for classical risk model with fractional Brownian motion perturbation (Q1004262) (← links)
- Approximation of stochastic differential equations with modified fractional Brownian motion (Q1267977) (← links)
- A parabolic stochastic differential equation with fractional Brownian motion input (Q1304058) (← links)
- Possible long-range dependence in fractional random fields. (Q1304351) (← links)
- Evolution equations driven by a fractional Brownian motion (Q1403848) (← links)
- Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2 (Q1411879) (← links)
- Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\). (Q1433879) (← links)
- Probabilistic models for vortex filaments based on fractional Brownian motion. (Q1433882) (← links)
- Abstract nonlinear filtering theory in the presence of fractional Brownian motion (Q1578603) (← links)
- An approximation of a nonlinear integral equation driven by a function of bounded \(p\)-variation (Q1589834) (← links)
- Numerically pricing American options under the generalized mixed fractional Brownian motion model (Q1619383) (← links)
- Arbitrage with fractional Gaussian processes (Q1620481) (← links)
- Stability for a class of semilinear fractional stochastic integral equations (Q1625703) (← links)
- Fractional measure-dependent nonlinear second-order stochastic evolution equations with Poisson jumps (Q1635304) (← links)
- Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions (Q1637053) (← links)
- Mixed fractional Heston model and the pricing of American options (Q1675943) (← links)
- Impact of correlated noises on additive dynamical systems (Q1718917) (← links)
- Lyapunov techniques for stochastic differential equations driven by fractional Brownian motion (Q1723782) (← links)
- Abstract functional stochastic evolution equations driven by fractional Brownian motion (Q1724301) (← links)
- The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type. (Q1766066) (← links)
- On arbitrage and Markovian short rates in fractional bond markets (Q1767760) (← links)
- The pricing of credit default swaps under a generalized mixed fractional Brownian motion (Q1782751) (← links)
- Tanaka formula for the fractional Brownian motion. (Q1888781) (← links)
- A stochastic maximum principle for general controlled systems driven by fractional Brownian motions (Q1996147) (← links)
- A class of second-order McKean-Vlasov stochastic evolution equations driven by fractional Brownian motion and Poisson jumps (Q2004498) (← links)
- Existence and uniqueness for solutions of mixed stochastic delay differential equations (Q2036402) (← links)
- Pricing vulnerable options in a mixed fractional Brownian motion with jumps (Q2063466) (← links)
- Almost periodic solutions in distribution to affine stochastic differential equations driven by a fractional Brownian motion (Q2113579) (← links)
- Stratonovich type integration with respect to fractional Brownian motion with Hurst parameter less than \(1/2\) (Q2175010) (← links)
- Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review (Q2205695) (← links)
- Stochastic modeling in nanoscale biophysics: subdiffusion within proteins (Q2271333) (← links)
- Pricing by hedging and no-arbitrage beyond semimartingales (Q2271717) (← links)
- Stochastic integrals and evolution equations with Gaussian random fields (Q2272165) (← links)
- Fractional backward stochastic variational inequalities with non-Lipschitz coefficient (Q2318625) (← links)
- Difference based estimators and infill statistics (Q2339214) (← links)
- Variance estimator for fractional diffusions with variance and drift depending on time (Q2346521) (← links)
- Almost sure and moment stability properties of fractional order Black-Scholes model (Q2347308) (← links)
- Abstract functional second-order stochastic evolution equations with applications (Q2404140) (← links)
- Properties of local-nondeterminism of Gaussian and stable random fields and their applications (Q2458950) (← links)