scientific article; zbMATH DE number 6533372

MaRDI QIDQ3463977zbMATH OpenFDO

Authors Hoang Thi Phuong Thao

Publication date 20 January 2016

zbMATH Keywords

\(L^2\)-semimartingale approximationfractional Brownian motionfractional stochastic process with jumpsstochastic differential equation

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited in

(4)

• A note on recurrence of the vertex reinforced jump process and fractional moments localization
• Brownian subordinators and fractional Cauchy problems
• A note on fractional differences based on a linear combination between forward and backward differences
• Euler-Poisson-Darboux equations and iterated fractional Brownian motions

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3463977)