Pages that link to "Item:Q5132224"

The following pages link to Estimation of the Hurst index of the solutions of fractional SDE with locally Lipschitz drift (Q5132224):

Displaying 8 items.

• Hurst index estimation in stochastic differential equations driven by fractional Brownian motion (Q785416) (← links)
• Generalisation of fractional Cox-Ingersoll-Ross process (Q2674613) (← links)
• (Q4917421) (← links)
• Local estimation of the Hurst index of multifractional Brownian motion by increment ratio statistic method (Q5408474) (← links)
• Fractional diffusion Bessel processes with Hurst index \(H \in (0, \frac{1}{2})\) (Q6152268) (← links)
• Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes (Q6162783) (← links)
• (Q6182100) (← links)
• On the analysis of Ait-Sahalia-type model for rough volatility modelling (Q6204804) (← links)