Pages that link to "Item:Q675254"

The following pages link to Itô's formula with respect to fractional Brownian motion and its application (Q675254):

Displaying 50 items.

• Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion (Q258312) (← links)
• Impulsive neutral stochastic functional integro-differential equations with infinite delay driven by fBm (Q297700) (← links)
• Solutions to BSDEs driven by both standard and fractional Brownian motions (Q350757) (← links)
• Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion (Q457621) (← links)
• Stochastic averaging principle for dynamical systems with fractional Brownian motion (Q478249) (← links)
• Stochastic differential equations driven by fractional Brownian motions (Q605027) (← links)
• Variational solutions for partial differential equations driven by a fractional noise (Q820065) (← 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)
• Non-densely defined impulsive neutral stochastic functional differential equations driven by fBm in Hilbert space with infinite delay (Q893331) (← links)
• Variational solutions and random dynamical systems to SPDEs perturbed by fractional Gaussian noise (Q904613) (← links)
• Fractional Brownian flows (Q966498) (← links)
• Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection (Q997294) (← links)
• Insurance control for classical risk model with fractional Brownian motion perturbation (Q1004262) (← links)
• An approach via fractional analysis to non-linearity induced by coarse-graining in space (Q1049470) (← links)
• Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion (Q1265972) (← links)
• Evolution equations driven by a fractional Brownian motion (Q1403848) (← links)
• Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2 (Q1411879) (← links)
• Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\). (Q1433879) (← links)
• Probabilistic models for vortex filaments based on fractional Brownian motion. (Q1433882) (← links)
• Abstract nonlinear filtering theory in the presence of fractional Brownian motion (Q1578603) (← links)
• An approximation of a nonlinear integral equation driven by a function of bounded \(p\)-variation (Q1589834) (← links)
• Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions (Q1637053) (← links)
• Solutions to BSDEs driven by multidimensional fractional Brownian motions (Q1665780) (← links)
• Lyapunov techniques for stochastic differential equations driven by fractional Brownian motion (Q1723782) (← links)
• Itô formula and local time for the fractional {B}rownian sheet (Q1767507) (← links)
• The fBm Itô's formula through analytic continuation (Q1858643) (← links)
• Tanaka formula for the fractional Brownian motion. (Q1888781) (← links)
• A stochastic maximum principle for general controlled systems driven by fractional Brownian motions (Q1996147) (← links)
• Optimality of non-instantaneous impulsive fractional stochastic differential inclusion with fBm (Q2082424) (← links)
• Fractional Lévy stable motion: finite difference iterative forecasting model (Q2120387) (← links)
• Fully nonlocal stochastic control problems with fractional Brownian motions and Poisson jumps (Q2133260) (← links)
• Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz condition (Q2142051) (← links)
• Stratonovich type integration with respect to fractional Brownian motion with Hurst parameter less than \(1/2\) (Q2175010) (← links)
• Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review (Q2205695) (← links)
• Fractional Brownian motion: difference iterative forecasting models (Q2213636) (← links)
• Indirect inference in fractional short-term interest rate diffusions (Q2227436) (← links)
• Stochastic modeling in nanoscale biophysics: subdiffusion within proteins (Q2271333) (← links)
• Stochastic integrals and evolution equations with Gaussian random fields (Q2272165) (← links)
• The fractional and mixed-fractional CEV model (Q2315921) (← links)
• Fractional backward stochastic variational inequalities with non-Lipschitz coefficient (Q2318625) (← links)
• Difference based estimators and infill statistics (Q2339214) (← links)
• Stochastic volatility and fractional Brownian motion (Q2485787) (← links)
• The 1/\(H\)-variation of the divergence integral with respect to the fractional Brownian motion for \(H>1/2\) and fractional Bessel processes (Q2485819) (← links)
• Itô formula for the infinite-dimensional fractional Brownian motion (Q2501411) (← links)
• Development of a fractional Wiener-Hermite expansion for analyzing the fractional stochastic models (Q2677063) (← links)
• Fractional noise destroys or induces a stochastic bifurcation (Q2787896) (← links)
• Existence and Stability Results for Second-Order Stochastic Equations Driven by Fractional Brownian Motion (Q2921220) (← links)
• On time-dependent stochastic evolution equations driven by fractional Brownian motion in a Hilbert space with finite delay (Q2922248) (← links)
• FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE (Q3043488) (← links)