Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion

Asymptotic properties of non-standard drift parameter estimators in the models involving fractional Brownian motion

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics · Financial Risk and Volatility Modeling

Convergence of skew Brownian motions with local times at several points that are contracted into a single one

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics · Financial Risk and Volatility Modeling

Maximum Likelihood Estimation in the Fractional Vasicek Model

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics · Financial Risk and Volatility Modeling

Boundary non-crossing probabilities for fractional Brownian motion with trend

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics · Financial Risk and Volatility Modeling

Branching measure-valued processes

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics · Financial Risk and Volatility Modeling

Weak solutions for stochastic differential equations with additive fractional noise

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics · Financial Risk and Volatility Modeling