Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations

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

Heat equation with general stochastic measure colored in time

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

3 ON DIFFERENTIABILITY WITH RESPECT TO THE INITIAL DATA OF A SOLUTION OF AN SDE WITH LEVY NOISE AND DISCONTINUOUS COEFFICIENTS

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

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

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics

Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics

Optimization of small deviation for mixed fractional Brownian motion with trend

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics