Stochastic Differential Equations Driven by Additive Volterra–Lévy and Volterra–Gaussian Noises

Maximum Likelihood Drift Estimation for the Mixing of Two Fractional Brownian Motions

Схоже за: Stochastic processes and financial applications · Financial Risk and Volatility Modeling · Complex Systems and Time Series Analysis

Approximation of multifractional Brownian motion by absolutely continuous processes

Схоже за: Stochastic processes and financial applications · Financial Risk and Volatility Modeling · Complex Systems and Time Series Analysis

On a class of minimum contrast estimators for fractional stochastic processes and fields

Схоже за: Stochastic processes and financial applications · Financial Risk and Volatility Modeling · Complex Systems and Time Series Analysis

Stochastic differential equations driven by a Wiener process and fractional Brownian motion: Convergence in Besov space with respect to a parameter

Схоже за: Stochastic processes and financial applications · Financial Risk and Volatility Modeling · Complex Systems and Time Series Analysis

Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend

Схоже за: Stochastic processes and financial applications · Financial Risk and Volatility Modeling · Complex Systems and Time Series Analysis

Krylov-Veretennikov expansion for coalescing stochastic flows

Схоже за: Stochastic processes and financial applications · Financial Risk and Volatility Modeling · Complex Systems and Time Series Analysis