The following pages link to (Q2741102):
Displaying 5 items.
- Optimal space-time adaptive wavelet methods for degenerate parabolic PDEs (Q431301) (← links)
- An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter. (Q2574549) (← links)
- Perpetual American options with fractional Brownian motion (Q4610216) (← links)
- Pricing American options under Azzalini Ito-McKean skew Brownian motions (Q6160632) (← links)
- Weak solutions for stochastic differential equations with additive fractional noise (Q6198655) (← links)
