Pages that link to "Item:Q3043438"

The following pages link to An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion (Q3043438):

Displaying 11 items.

• The Stochastic LQR Optimal Control with Fractional Brownian Motion (Q4607777) (← links)
• Generalized white noise analysis and topological algebras (Q5041053) (← links)
• Girsanov theorem for multifractional Brownian processes (Q5056592) (← links)
• T-stability of the Euler method for impulsive stochastic differential equations driven by fractional Brownian motion (Q5086858) (← links)
• Exact asymptotics of small deviations for a stationary Ornstein-Uhlenbeck process and some Gaussian diffusion processes in the L p -norm, 2 ≤ p ≤ ∞ (Q5121242) (← links)
• MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS (Q5416706) (← links)
• Stochastic calculus with respect to Gaussian processes (Q5915903) (← links)
• THE FRACTIONAL VOLATILITY MODEL AND ROUGH VOLATILITY (Q6095480) (← links)
• \(H_\infty\) sampled-data control for uncertain fuzzy systems under Markovian jump and fBm (Q6160609) (← links)
• APPROXIMATE PRICING OF DERIVATIVES UNDER FRACTIONAL STOCHASTIC VOLATILITY MODEL (Q6204621) (← links)
• The operators of stochastic calculus (Q6554580) (← links)