## Found 3,608 Documents (Results 1–100)

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### The convergence of exponential Euler method for weighted fractional stochastic equations. (English)Zbl 07527962

MSC:  65C30 60H07
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### Large and moderate deviations for stochastic Volterra systems. (English)Zbl 07527294

MSC:  60F10 60G22 91G20
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### Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend. (English)Zbl 07527235

MSC:  60G22 62F10 62F12
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### Pathwise least-squares estimator for linear SPDEs with additive fractional noise. (English)Zbl 07524958

MSC:  62M09 60H15 60G22
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MSC:  65C60
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### Asymptotics of the persistence exponent of integrated fractional Brownian motion and fractionally integrated Brownian motion. (English)Zbl 07523560

Theory Probab. Appl. 67, No. 1, 77-88 (2022) and Teor. Veroyatn. Primen. 67, No. 1, 100-114 (2022).
MSC:  60-XX 70-XX
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### Time-changed space-time fractional Poisson process. (English)Zbl 07523355

MSC:  60G22 60G55
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### Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations. (English)Zbl 07523354

MSC:  62M09 60G15
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### A fast algorithm for simulation of rough volatility models. (English)Zbl 07518198

MSC:  91G20 60G22
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### Non-local solvable birth-death processes. (English)Zbl 07517676

MSC:  60K15 33C45 60G22
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### Precise local estimates for differential equations driven by fractional Brownian motion: hypoelliptic case. (English)Zbl 07512873

MSC:  60H10 60G15 60H07
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### Fourth moment bound and stationary Gaussian processes with positive correlation. (English)Zbl 07507759

MSC:  60F05 60G15 60H07
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### Extrema of multi-dimensional Gaussian processes over random intervals. (English)Zbl 07501651

MSC:  60G15 60G70
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### Density estimates for the exponential functionals of fractional Brownian motion. (English)Zbl 07492999

MSC:  60G22 60H07
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### Setvalued dynamical systems for stochastic evolution equations driven by fractional noise. (English)Zbl 07491602

MSC:  37H05 60G22 26A33
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### Almost periodic solutions in distribution to affine stochastic differential equations driven by a fractional Brownian motion. (English)Zbl 07488625

MSC:  60G05 60H10 34C27
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### Quasi-sure non-self-intersection for rough differential equations driven by fractional Brownian motion. (English)Zbl 07488310

MSC:  60L20 60H10 60H07
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MSC:  82-XX
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### SDEs with two reflecting barriers driven by semimartingales and processes with bounded $$p$$-variation. (English)Zbl 07485072

MSC:  60H20 60G22
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### Moving average multifractional processes with random exponent: lower bounds for local oscillations. (English)Zbl 07485071

MSC:  60G17 60G22 60G18
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### Extended eigenvalue-eigenvector method. (English)Zbl 07484419

MSC:  60G22 60G55
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MSC:  82-XX
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### An inverse source problem for the stochastic wave equation. (English)Zbl 07481241

MSC:  35R30 35R60 65M32
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MSC:  62-XX
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### Optimal convergence rate of $$\theta$$-Maruyama method for stochastic Volterra integro-differential equations with Riemann-Liouville fractional Brownian motion. (English)Zbl 07475342

MSC:  65C30 65C20 65L20
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### Integration with respect to Hölder rough paths of order greater than 1/4: an approach via fractional calculus. (English)Zbl 07473275

MSC:  26A33 26A42 60H05
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### The persistence exponents of Gaussian random fields connected by the Lamperti transform. (English)Zbl 07468347

MSC:  60Gxx 60Jxx 60Fxx
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MSC:  60G22
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### On the sum of independent generalized Mittag-Leffler random variables and the related fractional processes. (English)Zbl 1480.60100

MSC:  60G22 60G50 60G55
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### Transportation inequalities for coupled systems of stochastic delay evolution equations with a fractional Brownian motion. (English)Zbl 07466724

MSC:  60H15 60G22
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### Intermediate dimension of images of sequences under fractional Brownian motion. (English)Zbl 1478.60124

MSC:  60G22 60G15
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### An elementary proof for dynamical scaling for certain fractional non-homogeneous Poisson processes. (English)Zbl 1478.60126

MSC:  60G22 60G55 33C15
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### Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime. (English)Zbl 07461196

MSC:  60Hxx 60Gxx 60Fxx
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### Dynamical fractional and multifractal fields. (English)Zbl 07458041

MSC:  35Qxx 35R60 60G22
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### The convergence of a numerical scheme for additive fractional stochastic delay equations with $$H>\frac 12$$. (English)Zbl 07431702

MSC:  65-XX 60-XX
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### Projection estimators of the stationary density of a differential equation driven by the fractional Brownian motion. (English)Zbl 1474.60151

MSC:  60H10 60G22
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### On the analysis of Black-Scholes equation for European call option involving a fractional order with generalized two dimensional differential transform method. (English)Zbl 07530053

MSC:  26A33 34K37
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### A note on generalized fractional diffusion equations on Poincaré half plane. (English)Zbl 07530049

MSC:  35R11 33E12 34A08
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MSC:  65-XX
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### The closed-form option pricing formulas under the sub-fractional Poisson volatility models. (English)Zbl 07526920

MSC:  91G20 60G22
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### Adaptive synchronization for fractional stochastic neural network with delay. (English)Zbl 07526176

MSC:  39-XX 34-XX
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### Collocated meshless method for time-fractional diffusion-wave equations. (English)Zbl 07523989

MSC:  60G22 26A33 65C30
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### Numerical solution for a class of time-fractional stochastic delay differential equation with fractional Brownian motion. (English)Zbl 07523981

MSC:  60G22 26A33 65C30
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### Vibrations of a finite string under a fractional Gaussian random noise. (English)Zbl 07523893

MSC:  60G15 60H05 60H15

### A note on inference for the mixed fractional Ornstein-Uhlenbeck process with drift. (English)Zbl 07516095

MSC:  60G22 62F10
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### Pricing geometric Asian power options in the sub-fractional Brownian motion environment. (English)Zbl 07514608

MSC:  58F15 58F17 53C35
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### A robust numerical scheme for a time-fractional Black-Scholes partial differential equation describing stock exchange dynamics. (English)Zbl 07514607

MSC:  34A08 60G22 65N06 91B25
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### Valuation of bid and ask prices for European options under mixed fractional Brownian motion. (English)Zbl 07513633

MSC:  91G20 60G22 60H30
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### ELS pricing and hedging in a fractional Brownian motion environment. (English)Zbl 07511343

MSC:  91-XX 60-XX
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### The maximum principle for the equation of local fluctuations of Riesz gravitational fields of purely fractional order. (Ukrainian. English summary)Zbl 07498746

MSC:  35R11 60G22 26A33
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### Bridge simulation and metric estimation on Lie groups. (English)Zbl 07495242

Nielsen, Frank (ed.) et al., Geometric science of information. 5th international conference, GSI 2021, Paris, France, July 21–23, 2021. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 12829, 430-438 (2021).
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### Non-uniqueness for reflected rough differential equations. (English)Zbl 1480.60156

MSC:  60H10 60L20
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MSC:  60G15
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### On the Besov regularity of the bifractional Brownian motion. (English)Zbl 07473158

MSC:  60G15 60G22 60G18
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### Null controllability of nonlocal Sobolev-type Hilfer fractional stochastic differential system driven by fractional Brownian motion and Poisson jumps. (English)Zbl 1478.93062

MSC:  93B05 35R11 93C10
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MSC:  62-XX
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MSC:  00-XX
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MSC:  00-XX
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