Weak convergence of integral functionals of random walks weakly convergent to fractional Brownian motion

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 · Financial Risk and Volatility Modeling

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