Sun, Lin; Chen, Jianxin; Lu, Xianggang Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets. (English) Zbl 07636115 Adv. Contin. Discrete Models 2022, Paper No. 69, 22 p. (2022). MSC: 39-XX 34-XX PDFBibTeX XMLCite \textit{L. Sun} et al., Adv. Contin. Discrete Models 2022, Paper No. 69, 22 p. (2022; Zbl 07636115) Full Text: DOI
Mattuvarkuzhali, C.; Balasubramaniam, P. \(p\)th moment stability of fractional stochastic differential inclusions via resolvent operators driven by the Rosenblatt process and Poisson jumps with impulses. (English) Zbl 1492.34079 Stochastics 92, No. 8, 1157-1174 (2020). MSC: 34K30 34K09 34K20 34K45 47H10 60G18 60H15 PDFBibTeX XMLCite \textit{C. Mattuvarkuzhali} and \textit{P. Balasubramaniam}, Stochastics 92, No. 8, 1157--1174 (2020; Zbl 1492.34079) Full Text: DOI
Davis, Richard A.; Nielsen, Mikkel Slot; Rohde, Victor Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes. (English) Zbl 1466.60116 Bernoulli 26, No. 2, 799-827 (2020). MSC: 60H10 34F05 62M10 PDFBibTeX XMLCite \textit{R. A. Davis} et al., Bernoulli 26, No. 2, 799--827 (2020; Zbl 1466.60116) Full Text: DOI arXiv Euclid
Deng, Mao Lin; Zhu, Wei Qiu Stochastic averaging of quasi-non-integrable Hamiltonian systems under fractional Gaussian noise excitation. (English) Zbl 1349.70036 Nonlinear Dyn. 83, No. 1-2, 1015-1027 (2016). MSC: 70H08 70K65 37J40 70H07 34A08 37H05 PDFBibTeX XMLCite \textit{M. L. Deng} and \textit{W. Q. Zhu}, Nonlinear Dyn. 83, No. 1--2, 1015--1027 (2016; Zbl 1349.70036) Full Text: DOI
Küchler, Uwe; Sørensen, Michael A simple estimator for discrete-time samples from affine stochastic delay differential equations. (English) Zbl 1209.62198 Stat. Inference Stoch. Process. 13, No. 2, 125-132 (2010). MSC: 62M09 62M99 60H30 34K50 PDFBibTeX XMLCite \textit{U. Küchler} and \textit{M. Sørensen}, Stat. Inference Stoch. Process. 13, No. 2, 125--132 (2010; Zbl 1209.62198) Full Text: DOI