Pages that link to "Item:Q3611813"
From MaRDI portal
The following pages link to <i>Q</i>-Fractional Brownian Motion in Infinite Dimensions with Application to Fractional Black–Scholes Market (Q3611813):
Displaying 11 items.
- Fractional Fokker-Planck equation and Black-Scholes formula in composite-diffusive regime (Q664561) (← links)
- Fractional white noise calculus in infinite dimensions (Q742072) (← links)
- Moment computations for graphs with fractal property (Q2251743) (← links)
- Uncertain fractional differential equations on a time scale under granular differentiability concept (Q2322753) (← links)
- A note on stochastic Schrödinger equations with fractional multiplicative noise (Q2438815) (← links)
- A \(Q\)-fractional version of Itō's formula (Q2891140) (← links)
- Stochastic evolution equations driven by Liouville fractional Brownian motion (Q2897342) (← links)
- Wavelet-Based Estimation of Anisotropic Spatiotemporal Long-Range Dependence (Q5298843) (← links)
- Interval-valued fractional \(q\)-calculus and applications (Q6092015) (← links)
- Weak solutions for stochastic differential equations with additive fractional noise (Q6198655) (← links)
- Mean-square stability analysis of stochastic delay evolution equations driven by fractional Brownian motion with Hurst index \(H\in(0,1) \) (Q6546790) (← links)
