Ohashi, Alberto; Russo, Francesco Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes. (English) Zbl 07824100 Bernoulli 30, No. 2, 1197-1230 (2024). MSC: 60-XX 26-XX PDFBibTeX XMLCite \textit{A. Ohashi} and \textit{F. Russo}, Bernoulli 30, No. 2, 1197--1230 (2024; Zbl 07824100) Full Text: DOI arXiv Link
Liu, Xing Strong approximation for fractional wave equation forced by fractional Brownian motion with Hurst parameter \(H \in ( 0 , \frac{1}{2} )\). (English) Zbl 07715655 J. Comput. Appl. Math. 432, Article ID 115285, 14 p. (2023). MSC: 65Mxx 26A33 65M60 65L20 65C30 PDFBibTeX XMLCite \textit{X. Liu}, J. Comput. Appl. Math. 432, Article ID 115285, 14 p. (2023; Zbl 07715655) Full Text: DOI arXiv
Hamaguchi, Yushi Variation of constants formulae for forward and backward stochastic Volterra integral equations. (English) Zbl 1510.60059 J. Differ. Equations 343, 332-389 (2023). MSC: 60H20 45D05 45A05 26A33 PDFBibTeX XMLCite \textit{Y. Hamaguchi}, J. Differ. Equations 343, 332--389 (2023; Zbl 1510.60059) Full Text: DOI arXiv
Liu, Xing Difference methods for time discretization of spectral fractional stochastic wave equation. (English) Zbl 07609360 Commun. Nonlinear Sci. Numer. Simul. 116, Article ID 106863, 17 p. (2023). MSC: 65-XX 26A33 65M60 65L20 65C30 PDFBibTeX XMLCite \textit{X. Liu}, Commun. Nonlinear Sci. Numer. Simul. 116, Article ID 106863, 17 p. (2023; Zbl 07609360) Full Text: DOI arXiv
Mpanda, Marc Mukendi; Mukeru, Safari; Mulaudzi, Mmboniseni Generalisation of fractional Cox-Ingersoll-Ross process. (English) Zbl 1503.60048 Results Appl. Math. 15, Article ID 100322, 16 p. (2022). MSC: 60G22 60H05 60H10 26A33 PDFBibTeX XMLCite \textit{M. M. Mpanda} et al., Results Appl. Math. 15, Article ID 100322, 16 p. (2022; Zbl 1503.60048) Full Text: DOI arXiv
Caraballo, Tomás; Ngoc, Tran Bao; Thach, Tran Ngoc; Tuan, Nguyen Huy On a stochastic nonclassical diffusion equation with standard and fractional Brownian motion. (English) Zbl 1491.35469 Stoch. Dyn. 22, No. 2, Article ID 2140011, 45 p. (2022). MSC: 35R60 35B65 35K20 35R11 26A33 PDFBibTeX XMLCite \textit{T. Caraballo} et al., Stoch. Dyn. 22, No. 2, Article ID 2140011, 45 p. (2022; Zbl 1491.35469) Full Text: DOI
Apolinário, Gabriel B.; Chevillard, Laurent; Mourrat, Jean-Christophe Dynamical fractional and multifractal fields. (English) Zbl 1507.35161 J. Stat. Phys. 186, No. 1, Paper No. 15, 35 p. (2022). Reviewer: Alain Brillard (Riedisheim) MSC: 35Q35 76F45 76F55 76U05 60G15 60G22 60G60 35B65 35B40 28A80 26A33 35R11 35R60 PDFBibTeX XMLCite \textit{G. B. Apolinário} et al., J. Stat. Phys. 186, No. 1, Paper No. 15, 35 p. (2022; Zbl 1507.35161) Full Text: DOI arXiv
Batogna, Rodrigue Gnitchogna; Atangana, Abdon Generalised class of time fractional black Scholes equation and numerical analysis. (English) Zbl 1422.91680 Discrete Contin. Dyn. Syst., Ser. S 12, No. 3, 435-445 (2019). MSC: 91G20 26A33 91G60 PDFBibTeX XMLCite \textit{R. G. Batogna} and \textit{A. Atangana}, Discrete Contin. Dyn. Syst., Ser. S 12, No. 3, 435--445 (2019; Zbl 1422.91680) Full Text: DOI
Gatheral, Jim; Radoičić, Radoš Rational approximation of the rough Heston solution. (English) Zbl 1458.91211 Int. J. Theor. Appl. Finance 22, No. 3, Article ID 1950010, 19 p. (2019). Reviewer: George Stoica (Saint John) MSC: 91G20 26A33 91B70 PDFBibTeX XMLCite \textit{J. Gatheral} and \textit{R. Radoičić}, Int. J. Theor. Appl. Finance 22, No. 3, Article ID 1950010, 19 p. (2019; Zbl 1458.91211) Full Text: DOI
Xia, Dengfeng; Yan, Litan Some properties of the solution to fractional heat equation with a fractional Brownian noise. (English) Zbl 1422.35180 Adv. Difference Equ. 2017, Paper No. 107, 16 p. (2017). MSC: 35R11 60H15 60H07 26A33 PDFBibTeX XMLCite \textit{D. Xia} and \textit{L. Yan}, Adv. Difference Equ. 2017, Paper No. 107, 16 p. (2017; Zbl 1422.35180) Full Text: DOI
Yan, Litan The fractional derivative for fractional Brownian local time with Hurst index large than 1/2. (English) Zbl 1338.60111 Math. Z. 283, No. 1-2, 437-468 (2016). MSC: 60G22 60G15 60J55 60H07 60H05 26A33 PDFBibTeX XMLCite \textit{L. Yan}, Math. Z. 283, No. 1--2, 437--468 (2016; Zbl 1338.60111) Full Text: DOI
Zeng, Caibin; Chen, Yangquan; Yang, Qigui The fBm-driven Ornstein-Uhlenbeck process: probability density function and anomalous diffusion. (English) Zbl 1274.60127 Fract. Calc. Appl. Anal. 15, No. 3, 479-492 (2012). MSC: 60G22 26A33 35R60 60H15 35Q84 PDFBibTeX XMLCite \textit{C. Zeng} et al., Fract. Calc. Appl. Anal. 15, No. 3, 479--492 (2012; Zbl 1274.60127) Full Text: DOI
El-Borai, Mahmoud M.; El-Nadi, Khairia El-Said; Fouad, Hoda A. On some fractional stochastic delay differential equations. (English) Zbl 1189.60117 Comput. Math. Appl. 59, No. 3, 1165-1170 (2010). MSC: 60H10 26A33 34K37 PDFBibTeX XMLCite \textit{M. M. El-Borai} et al., Comput. Math. Appl. 59, No. 3, 1165--1170 (2010; Zbl 1189.60117) Full Text: DOI
Hairer, M.; Ohashi, A. Ergodic theory for SDEs with extrinsic memory. (English) Zbl 1129.60052 Ann. Probab. 35, No. 5, 1950-1977 (2007). Reviewer: B. G. Pachpatte (Aurangabad) MSC: 60H10 60G10 26A33 PDFBibTeX XMLCite \textit{M. Hairer} and \textit{A. Ohashi}, Ann. Probab. 35, No. 5, 1950--1977 (2007; Zbl 1129.60052) Full Text: DOI arXiv
Bender, Christian Explicit solutions of a class of linear fractional BSDEs. (English) Zbl 1129.60313 Syst. Control Lett. 54, No. 7, 671-680 (2005). MSC: 60H10 26A33 35R60 PDFBibTeX XMLCite \textit{C. Bender}, Syst. Control Lett. 54, No. 7, 671--680 (2005; Zbl 1129.60313) Full Text: DOI