Pages that link to "Item:Q675254"
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The following pages link to Itô's formula with respect to fractional Brownian motion and its application (Q675254):
Displaying 19 items.
- FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES (Q3149362) (← links)
- Solving SPDEs driven by colored noise: A chaos approach (Q3533903) (← links)
- Itô's formula for linear fractional PDEs (Q3541201) (← links)
- Premium and reinsurance control of an ordinary insurance system with liabilities driven by a fractional Brownian motion (Q3608232) (← links)
- (Q4392957) (← links)
- Maximum Likelihood Estimation in Partially Observed Stochastic Differential System Driven by a Fractional Brownian Motion (Q4421479) (← links)
- OPTIMAL CONSUMPTION AND PORTFOLIO IN A BLACK–SCHOLES MARKET DRIVEN BY FRACTIONAL BROWNIAN MOTION (Q4467379) (← links)
- Backward stochastic variational inequalities driven by multidimensional fractional Brownian motion (Q4554818) (← links)
- Dynamical pricing of weather derivatives (Q4646781) (← links)
- Weighted Local Time for Fractional Brownian Motion and Applications to Finance (Q4678743) (← links)
- A New Approach to Stochastic Integration with Respect to Fractional Brownian Motion for No Adapted Processes (Q5033268) (← links)
- Asymptotic analysis for hedging errors in models with respect to geometric fractional Brownian motion (Q5086430) (← links)
- Exponential stability of impulsive fractional neutral stochastic differential equations (Q5154275) (← links)
- MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS (Q5416706) (← links)
- STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE (Q5468897) (← links)
- A fractionally integrated Wishart stochastic volatility model (Q5864454) (← links)
- Stochastic calculus with respect to Gaussian processes (Q5917508) (← links)
- Fractional neutral functional differential equations driven by the Rosenblatt process with an infinite delay (Q6073717) (← links)
- Stabilization of delayed neutral semi-Markovian jumping stochastic systems driven by fractional Brownian motions: \(H_\infty\) control approach (Q6136800) (← links)
