Pages that link to "Item:Q4943736"
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The following pages link to Stochastic Calculus for Fractional Brownian Motion I. Theory (Q4943736):
Displaying 50 items.
- Fractional stochastic Volterra equation perturbed by fractional Brownian motion (Q299580) (← links)
- Generalized backward stochastic variational inequalities driven by a fractional Brownian motion (Q318984) (← links)
- Comments on ``Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach'' (Q330820) (← links)
- Solutions to BSDEs driven by both standard and fractional Brownian motions (Q350757) (← links)
- Maximum principle for general controlled systems driven by fractional Brownian motions (Q358622) (← links)
- On Stratonovich and Skorohod stochastic calculus for Gaussian processes (Q373592) (← links)
- Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process (Q376704) (← links)
- A new proof of fractional Hu-Meyer formula and its applications (Q387928) (← links)
- Power law Pólya's urn and fractional Brownian motion (Q389275) (← links)
- Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach (Q437400) (← links)
- Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus (Q453268) (← links)
- Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion (Q457621) (← links)
- An approximate approach to fractional stochastic integration and its applications (Q467887) (← links)
- Robust model selection for a semimartingale continuous time regression from discrete data (Q468742) (← links)
- Stochastic averaging principle for dynamical systems with fractional Brownian motion (Q478249) (← links)
- Optimal tracking for bilinear stochastic system driven by fractional Brownian motions (Q488886) (← links)
- Anticipative backward stochastic differential equations driven by fractional Brownian motion (Q504474) (← links)
- A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion (Q508259) (← links)
- A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter (Q552993) (← links)
- Probability calculus of fractional order and fractional Taylor's series application to Fokker-Planck equation and information of non-random functions (Q600609) (← links)
- From Lagrangian mechanics fractal in space to space fractal Schrödinger's equation via fractional Taylor's series (Q602483) (← links)
- Stochastic differential equations driven by fractional Brownian motions (Q605027) (← links)
- On continuous-time autoregressive fractionally integrated moving average processes (Q605852) (← links)
- Fractional multiple birth-death processes with birth probabilities \(\lambda _i(\Delta t)^\alpha +o((\Delta t)^\alpha)\) (Q621931) (← links)
- Abstract fractional Cauchy problems with almost sectorial operators (Q649753) (← links)
- On discrete time hedging errors in a fractional Black-Scholes model (Q681037) (← links)
- Backward SDEs driven by Gaussian processes (Q740188) (← links)
- Optimal control of non-smooth fractional-order systems based on extended Caputo derivative (Q783440) (← links)
- Variational solutions for partial differential equations driven by a fractional noise (Q820065) (← links)
- Viability for differential equations driven by fractional Brownian motion (Q833296) (← links)
- Kolmogorov equation and large-time behaviour for fractional Brownian motion driven linear SDE's. (Q851662) (← links)
- Fractional Hamilton-Jacobi equation for the optimal control of nonrandom fractional dynamics with fractional cost function (Q874339) (← links)
- Quasi-sure \(p\)-variation of fractional Brownian motion (Q886328) (← links)
- On integration by parts formula and characterization of fractional Ornstein-Uhlenbeck process (Q900945) (← links)
- Regularity of mild solutions for fractional abstract Cauchy problem with order \({\alpha \in (1, 2)}\) (Q903238) (← links)
- Variational solutions and random dynamical systems to SPDEs perturbed by fractional Gaussian noise (Q904613) (← links)
- On the linear fractional self-attracting diffusion (Q927251) (← links)
- Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations (Q939363) (← links)
- Rational functions associated with the white noise space and related topics (Q944297) (← links)
- Estimating the Hurst effect and its application in monitoring clinical trials (Q956853) (← links)
- Linear stochastic systems: a white noise approach (Q970465) (← links)
- Parameter estimation for fractional Ornstein-Uhlenbeck processes (Q973190) (← links)
- Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio (Q980221) (← links)
- On the characteristics of a class of Gaussian processes within the white noise space setting (Q981013) (← links)
- Stochastic Burgers' equation driven by fractional Brownian motion (Q986586) (← links)
- Insurance control for classical risk model with fractional Brownian motion perturbation (Q1004262) (← links)
- Stochastic modeling of unresolved scales in complex systems (Q1034881) (← links)
- Wick calculus for nonlinear Gaussian functionals (Q1036919) (← links)
- An approach via fractional analysis to non-linearity induced by coarse-graining in space (Q1049470) (← links)
- Conditional limit theorems for regulated fractional Brownian motion (Q1049559) (← links)
