Fractional Diffusion Bessel Processes with Hurst Index  [[Equation]]

Properties of trajectories of a multifractional Rosenblatt process

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

Fractionally integrated Bessel process

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

Drift Parameter Estimation in Diffusion and Fractional Diffusion Models

Схоже за: Stochastic processes and financial applications · Fractional Differential Equations Solutions

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

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

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 · Nonlinear Differential Equations Analysis