## Found 303 Documents (Results 1–100)

100
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### Distribution dependent SDEs driven by fractional Brownian motions. (English)Zbl 07564654

MSC:  60H10 60G22
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### Derivative for the intersection local time of two independent fractional Brownian motions. (English)Zbl 07554293

MSC:  60G22 60G18 60F25
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### Amplitude equations for SPDEs driven by fractional additive noise with small Hurst parameter. (English)Zbl 07544516

MSC:  60G22 60H05 60H15
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### A stochastic calculus for Rosenblatt processes. (English)Zbl 07544404

MSC:  60H05 60H07 60G22
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MSC:  60H10
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### Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise. (English)Zbl 07517659

MSC:  60H07 60H10 60H50
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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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### 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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### Stochastic integration with respect to fractional processes in Banach spaces. (English)Zbl 07474682

MSC:  60G22 60H05
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### On a generalized stochastic Burgers’ equation perturbed by Volterra noise. (English)Zbl 1481.60119

MSC:  60H15 35R60 47H10
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### Martingale representation and logarithmic-Sobolev inequality for the fractional Ornstein-Uhlenbeck measure. (English)Zbl 07557578

MSC:  60G15 60G18
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### Approximation of SDEs: a stochastic sewing approach. (English)Zbl 07458808

MSC:  60H50 60H10 65C30
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### A Haar wavelet method for linear and nonlinear stochastic Itô-Volterra integral equation driven by a fractional Brownian motion. (English)Zbl 1482.60089

MSC:  60H20 60G22
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### Numerical solution of nonlinear stochastic Itô-Volterra integral equations driven by fractional Brownian motion using block pulse functions. (English)Zbl 1486.65007

MSC:  65C30 60H10 65R20
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### On the difference between the volatility swap strike and the zero vanna implied volatility. (English)Zbl 1471.91558

MSC:  91G20 60H07
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### Asymptotic expansion of the density for hypoelliptic rough differential equation. (English)Zbl 1469.60365

MSC:  60L50 60F99 60G22
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### Mean-field backward stochastic differential equations driven by fractional Brownian motion. (English)Zbl 1470.60164

MSC:  60H10 60H20 60G22
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### Skorohod and rough integration for stochastic differential equations driven by Volterra processes. (English. French summary)Zbl 07374657

MSC:  60H07 60L20
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### Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation. (English)Zbl 07374104

MSC:  60H35 60H10
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### Moment estimates and applications for SDEs driven by fractional Brownian motions with irregular drifts. (English)Zbl 1480.60155

MSC:  60H10 60H07
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### Decomposition formula for rough Volterra stochastic volatility models. (English)Zbl 1466.91350

MSC:  91G20 91G15
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### Pathwise asymptotics for Volterra type stochastic volatility models. (English)Zbl 1483.60042

MSC:  60F10 60G15 60G22
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### Large deviation principle for fractional Brownian motion with respect to capacity. (English)Zbl 1457.60048

MSC:  60F10 60G22 60H07
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### CEV model equipped with the long-memory. (English)Zbl 1457.91373

MSC:  91G20 60G22
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MSC:  82-XX
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### Continuity and variation analysis of fractional uncertain processes. (English)Zbl 07508314

MSC:  60-XX 62-XX
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### $$L^p$$ uniform random walk-type approximation for fractional Brownian motion with Hurst exponent $$0 < H < \frac{1}{2}$$. (English)Zbl 1477.60065

MSC:  60G22 60G15 60G18
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MSC:  60H05
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### Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift. (English)Zbl 1456.60140

MSC:  60H10 60G22 49N60
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### Itô’s formula for Gaussian processes with stochastic discontinuities. (English)Zbl 1468.60066

MSC:  60H07 60H05 60G15
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### Tightness and exponential tightness of Gaussian probabilities. (English)Zbl 1434.60082

MSC:  60F10 60B12
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### Stratonovich type integration with respect to fractional Brownian motion with Hurst parameter less than $$1/2$$. (English)Zbl 1464.60054

MSC:  60H05 60G22 60H07
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### Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion. (English)Zbl 1451.60076

MSC:  60H35 60H07
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### Asymptotic behaviours of a stochastic delay equation driven by an fBm in Hilbert space. (English)Zbl 07554657

MSC:  34E15 93B05 93E15
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MSC:  60-XX
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### Efficient and superefficient estimators of filtered Poisson process intensities. (English)Zbl 07530843

MSC:  62G05 60G55 60H07
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### Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model. (English. Ukrainian original)Zbl 1435.60028

Theory Probab. Math. Stat. 99, 149-168 (2019); translation from Teor. Jmovirn. Mat. Stat. 99, 134-151 (2018).
MSC:  60G22 62F10 62F12
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### Asymptotic behavior for high moments of the fractional heat equation with fractional noise. (English)Zbl 1439.60039

MSC:  60G22 60H15 35B40
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### Fractional backward stochastic variational inequalities with non-Lipschitz coefficient. (English)Zbl 1427.60107

MSC:  60H10 60G22
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MSC:  60H07
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### Some stability results for semilinear stochastic heat equation driven by a fractional noise. (English)Zbl 1440.60051

MSC:  60H15 60G18 60G22
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### Stochastic differential equations driven by an additive fractional Brownian sheet. (English)Zbl 07080995

MSC:  60G22 60G15
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### Bridge representation and modal-path approximation. (English)Zbl 1403.60033

MSC:  60G22 60G15 60H07
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MSC:  39A50
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### $$L^p$$-valued stochastic convolution integral driven by Volterra noise. (English)Zbl 1417.60044

MSC:  60H05 60H15
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### Harnack inequality and derivative formula for stochastic heat equation with fractional noise. (English)Zbl 1394.60073

MSC:  60H15 60G22
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### Almost sure approximations in Hölder norms of a general stochastic process defined by a Young integral. (English)Zbl 1393.60056

MSC:  60H05 42C40 60G17
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### Bismut formula for a stochastic heat equation with fractional noise. (English)Zbl 1406.60097

MSC:  60H15 60H35 65C30
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### On moment estimates and continuity for solutions of SDEs driven by fractional Brownian motions under non-Lipschitz conditions. (English)Zbl 1380.60058

MSC:  60H10 60G22
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### Fractional Fokker-Planck-Kolmogorov equations associated with SDEs on a bounded domain. (English)Zbl 1374.60109

MSC:  60H10 35K20 35S11
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### SDEs with constraints driven by semimartingales and processes with bounded $$p$$-variation. (English)Zbl 1372.60094

MSC:  60H20 60G22
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### Approximation of the Rosenblatt process by semimartingales. (English)Zbl 1368.60041

MSC:  60G15 60G18 60F25
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### Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions. (English)Zbl 1367.60081

MSC:  60H15 60G22 60H07
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### Random attractors for stochastic discrete Klein-Gordon-Schrödinger equations driven by fractional Brownian motions. (English)Zbl 1362.37156

MSC:  37L55 60H15 82B44
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### A general non-existence result for linear BSDEs driven by Gaussian processes. (English)Zbl 1358.60054

MSC:  60G15 60H10 60H07
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### Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness. (English)Zbl 1355.60073

MSC:  60H10 60G22 60G15
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### Generalized backward stochastic variational inequalities driven by a fractional Brownian motion. (English)Zbl 1366.60071

MSC:  60G22 60E15 60H10
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### Solving a stochastic heat equation driven by a bi-fractional noise. (English)Zbl 1338.60109

MSC:  60G15 60H05 60G17
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