The following pages link to (Q5491047):
Displaying 30 items.
- Wave equation driven by fractional generalized stochastic processes (Q382060) (← links)
- Cylindrical fractional Brownian motion in Banach spaces (Q404580) (← links)
- Quasi Ornstein-Uhlenbeck processes (Q638762) (← links)
- Small-time asymptotics for Gaussian self-similar stochastic volatility models (Q781554) (← links)
- Fractional stochastic differential equations satisfying fluctuation-dissipation theorem (Q1685490) (← links)
- Forecasting of time data with using fractional Brownian motion (Q1693943) (← links)
- Parameter estimation for long-memory stochastic volatility at discrete observation (Q1724169) (← links)
- The existence, uniqueness, and controllability of neutral stochastic delay partial differential equations driven by standard Brownian motion and fractional Brownian motion (Q1727234) (← links)
- Solutions of a disease model with fractional white noise (Q2120701) (← links)
- Reflected BSDEs in non-convex domains (Q2159261) (← links)
- Lamperti transformation of scaled Brownian motion and related Langevin equations (Q2207760) (← links)
- Distinguishing between breaks in the mean and breaks in persistence under long memory (Q2208689) (← links)
- Vitali-type theorems for filter convergence related to vector lattice-valued modulars and applications to stochastic processes (Q2252302) (← links)
- Fractional derivatives of multidimensional Colombeau generalized stochastic processes (Q2347383) (← links)
- On stochastic integration for volatility modulated Lévy-driven Volterra processes (Q2434503) (← links)
- Cubature Methods and Applications (Q2847839) (← links)
- A note on the truncated Skorohod integral process (Q2875267) (← links)
- Stochastic evolution equations driven by Liouville fractional Brownian motion (Q2897342) (← links)
- HERMITE VARIATIONS OF THE FRACTIONAL BROWNIAN SHEET (Q2905264) (← links)
- INFORMATION AND OPTIMAL INVESTMENT IN DEFAULTABLE ASSETS (Q2939921) (← links)
- Convergence of Finite-Dimensional Laws of the Weighted Quadratic Variations Process for Some Fractional Brownian Sheets (Q3611809) (← links)
- The Stochastic LQR Optimal Control with Fractional Brownian Motion (Q4607777) (← links)
- The Estimation of Leverage Effect With High-Frequency Data (Q4975343) (← links)
- ɛ-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations (Q5000646) (← links)
- Numerical approximation and fast evaluation of the overdamped generalized Langevin equation with fractional noise (Q5110269) (← links)
- A Discretization of Caputo Derivatives with Application to Time Fractional SDEs and Gradient Flows (Q5233112) (← links)
- Marginal Density Expansions for Diffusions and Stochastic Volatility I: Theoretical Foundations (Q5746482) (← links)
- Optimal control of non-instantaneous impulsive second-order stochastic McKean-Vlasov evolution system with Clarke subdifferential (Q6082897) (← links)
- Evaluation of integrals with fractional Brownian motion for different Hurst indices (Q6106716) (← links)
- OPTIMAL CONTROLS FOR SOME IMPLUSIVE STOCHASTIC INTEGRODIFFERENTIAL EQUATIONS DRIVEN BY ROSENBLATT PROCESS E. KPIZIM, K. EZZINBI, V. VINODKUMAR AND M. A. DIOP (Q6142962) (← links)