Differentiability of Fractional Integrals Whose Kernels Contain Fractional Brownian Motions

Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion

Схоже за: Stochastic processes and financial applications · Probability and Risk Models

New and refined bounds for expected maxima of fractional Brownian motion

Схоже за: Stochastic processes and financial applications · Probability and Risk Models

Strong uniqueness of solutions of stochastic differential equations with jumps and non-Lipschitz random coefficients

Схоже за: Stochastic processes and financial applications · Nonlinear Differential Equations Analysis

Fractionally integrated Bessel process

Схоже за: Stochastic processes and financial applications · Nonlinear Differential Equations Analysis

Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points

Схоже за: Stochastic processes and financial applications · Nonlinear Differential Equations Analysis

Wick multiplication and its relationship with integration and stochastic differentiation on spaces of nonregular test functions in the Lévy white noise analysis

Схоже за: Stochastic processes and financial applications · Probability and Risk Models