Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes

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Publication:2295017

DOI10.3150/18-BEJ1086zbMath1466.60116arXiv1806.07657OpenAlexW3003169868MaRDI QIDQ2295017

Yanyan Li

Publication date: 12 February 2020

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.07657




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