The rate of convergence of Hurst index estimate for the stochastic differential equation

Existence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst Index<i>H</i> &gt; 1/2

Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Complex Systems and Time Series Analysis

Application of the spectral theory and perturbation theory to the study of Ornstein-Uhlenbeck processes

Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Complex Systems and Time Series Analysis

Minimization of the entropy for a mixture of standard and fractional Brownian motions

Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Complex Systems and Time Series Analysis

Continuous dependence of solutions of stochastic differential equations driven by standard and fractional Brownian motion on a parameter

Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Complex Systems and Time Series Analysis

Approximation of multifractional Brownian motion by absolutely continuous processes

Схоже за: Stochastic processes and financial applications · Complex Systems and Time Series Analysis

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

Схоже за: Stochastic processes and financial applications · Complex Systems and Time Series Analysis