Pages that link to "Item:Q2811613"

The following pages link to On estimation of the Hurst index of solutions of stochastic integral equations (Q2811613):

Displaying 6 items.

• Quadratic variations and estimation of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q392707) (← links)
• The rate of convergence of Hurst index estimate for the stochastic differential equation (Q454862) (← links)
• Hurst index estimation in stochastic differential equations driven by fractional Brownian motion (Q785416) (← links)
• The discrete Hurst range for skew independent two-valued inflows (Q1111877) (← links)
• (Q4917421) (← links)
• Lipschitz continuity in the Hurst index of the solutions of fractional stochastic volterra integro-differential equations (Q6135040) (← links)