Pages that link to "Item:Q1411879"

The following pages link to Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2 (Q1411879):

Displaying 50 items.

• Solutions to BSDEs driven by both standard and fractional Brownian motions (Q350757) (← links)
• An approximate approach to fractional stochastic integration and its applications (Q467887) (← links)
• Mathematical model of stock prices via a fractional Brownian motion model with adaptive parameters (Q469958) (← links)
• Affine fractional stochastic volatility models (Q470522) (← links)
• On the \(\frac{1}{H}\)-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter \(H < \frac{1}{2}\) (Q491179) (← links)
• Analysis of the gradient of the solution to a stochastic heat equation via fractional Brownian motion (Q744873) (← links)
• Variational solutions for partial differential equations driven by a fractional noise (Q820065) (← links)
• Exact linearization of one dimensional Itô equations driven by fBm: Analytical and numerical solutions (Q841761) (← links)
• Kolmogorov equation and large-time behaviour for fractional Brownian motion driven linear SDE's. (Q851662) (← links)
• Quasi-sure \(p\)-variation of fractional Brownian motion (Q886328) (← links)
• Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles (Q930662) (← links)
• Almost sure exponential behavior of a directed polymer in a fractional Brownian environment (Q960550) (← links)
• Continuity in the Hurst parameter of the law of the symmetric integral with respect to the fractional Brownian motion (Q988676) (← links)
• Evolution equations driven by a fractional Brownian motion (Q1403848) (← links)
• Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\). (Q1433879) (← links)
• Mixed stochastic differential equations: existence and uniqueness result (Q1661595) (← links)
• Forecasting of time data with using fractional Brownian motion (Q1693943) (← links)
• Rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative noise (Q1731893) (← links)
• Tanaka formula for the fractional Brownian motion. (Q1888781) (← links)
• Time reversal of Volterra processes driven stochastic differential equations (Q1952467) (← links)
• Exponential stability of fractional stochastic differential equations with distributed delay (Q1994663) (← links)
• Fractional Wishart processes and \(\varepsilon\)-fractional Wishart processes with applications (Q1999688) (← links)
• On a covariance structure of some subset of self-similar Gaussian processes (Q2000134) (← links)
• Skorohod and rough integration for stochastic differential equations driven by Volterra processes (Q2041792) (← links)
• Dynamical fractional and multifractal fields (Q2067202) (← links)
• Stratonovich type integration with respect to fractional Brownian motion with Hurst parameter less than \(1/2\) (Q2175010) (← links)
• Stability of stochastic differential equation with linear fractal noise (Q2259118) (← links)
• Stochastic modeling in nanoscale biophysics: subdiffusion within proteins (Q2271333) (← links)
• Stochastic integrals and evolution equations with Gaussian random fields (Q2272165) (← links)
• Fractional backward stochastic differential equations and fractional backward variational inequalities (Q2346984) (← links)
• Stochastic calculus with respect to fractional Brownian motion (Q2458944) (← links)
• An extension of the divergence operator for Gaussian processes (Q2485837) (← links)
• Itô's- and Tanaka's-type formulae for the stochastic heat equation: The linear case (Q2573416) (← links)
• An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter. (Q2574549) (← links)
• \(n\)-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes. (Q2574559) (← links)
• Weak approximation of a fractional SDE (Q2654159) (← links)
• Fuzzy stochastic differential equations driven by fractional Brownian motion (Q2668850) (← links)
• Asset prices with investor protection and past information (Q2691284) (← links)
• Optimal Management of a Variable Annuity Invested in a Black–Scholes Market Driven by a Multidimensional Fractional Brownian Motion (Q3081439) (← links)
• FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES (Q3149362) (← links)
• Random Dynamical Systems and Stationary Solutions of Differential Equations Driven by the Fractional Brownian Motion (Q3158192) (← links)
• Solving SPDEs driven by colored noise: A chaos approach (Q3533903) (← links)
• On Generalized Regular Stochastic Differential Delay Systems with Time Invariant Coefficients (Q3535735) (← 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)
• Maximum Likelihood Estimation in Partially Observed Stochastic Differential System Driven by a Fractional Brownian Motion (Q4421479) (← links)
• Weighted Local Time for Fractional Brownian Motion and Applications to Finance (Q4678743) (← links)
• CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS (Q4796580) (← links)
• Young-Stieltjes integrals with respect to Volterra covariance functions (Q4965507) (← links)
• Stochastic differential equations driven by an additive fractional Brownian sheet (Q4968655) (← links)