Maximal upper bounds for the moments of stochastic integrals and solutions of stochastic differential equations with respect to fractional Brownian motion with Hurst index $H<1/2$. I

Схоже за: Stochastic processes and financial applications · Analysis of environmental and stochastic processes · Financial Risk and Volatility Modeling

Example of a Gaussian self-similar field with stationary rectangular increments that is not a fractional Brownian sheet

Схоже за: Stochastic processes and financial applications · Analysis of environmental and stochastic processes · Financial Risk and Volatility Modeling

Approximation of multifractional Brownian motion by absolutely continuous processes

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

Asymptotic Growth of Sample Paths of Tempered Fractional Brownian Motions, with Statistical Applications to Vasicek-Type Models

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

Optimization of small deviation for mixed fractional Brownian motion with trend

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

Generalized Peano problem with Lévy noise

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