Pages that link to "Item:Q713467"
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The following pages link to Fractional stochastic differential equations with applications to finance (Q713467):
Displaying 11 items.
- Mean-square stability of a constructed Third-order stochastic Runge--Kutta schemes for general stochastic differential equations (Q5884008) (← links)
- Application of capacities to space–time fractional dissipative equations I: regularity and the blow-up set (Q6057821) (← links)
- Order estimation for a fractional Brownian motion model of glucose control (Q6058998) (← links)
- A sharp error estimate of Euler‐Maruyama method for stochastic Volterra integral equations (Q6067274) (← links)
- NUMERICAL SOLUTION OF PERSISTENT PROCESSES-BASED FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATIONS (Q6114646) (← links)
- The existence and averaging principle for stochastic fractional differential equations with impulses (Q6140705) (← links)
- A novel numerical scheme for time-fractional Black-Scholes PDE governing European options in mathematical finance (Q6141522) (← links)
- On the averaging principle of Caputo type neutral fractional stochastic differential equations (Q6198602) (← links)
- A fast Euler-Maruyama scheme and its strong convergence for multi-term Caputo tempered fractional stochastic differential equations (Q6591012) (← links)
- Existence of weak solutions FOR \(\Psi \)-Caputo fractional boundary value problem via variational methods (Q6598960) (← links)
- Existence, uniqueness, and collocation solutions using the shifted Legendre spectral method for the Hilfer fractional stochastic integro-differential equations regarding stochastic Brownian motion (Q6657383) (← links)
