On (signed) Takagi–Landsberg functions: pth variation, maximum, and modulus of continuity

Drift Parameter Estimation in Diffusion and Fractional Diffusion Models

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

Maximum Likelihood Drift Estimation for Gaussian Process with Stationary Increments

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

Properties of trajectories of a multifractional Rosenblatt process

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

Fractional stochastic heat equation with piecewise constant coefficients

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

Fractionally integrated Bessel process

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

Clark Representation for Local Times of Self-Intersection of Gaussian Integrators

Схоже за: Stochastic processes and financial applications · Numerical methods for differential equations