Fan, Xiliang; Huang, Xing; Suo, Yongqiang; Yuan, Chenggui Distribution dependent SDEs driven by fractional Brownian motions. (English) Zbl 07564654 Stochastic Processes Appl. 151, 23-67 (2022). MSC: 60H10 60G22 PDF BibTeX XML Cite \textit{X. Fan} et al., Stochastic Processes Appl. 151, 23--67 (2022; Zbl 07564654) Full Text: DOI OpenURL
Yan, Litan; Sun, Xichao Derivative for the intersection local time of two independent fractional Brownian motions. (English) Zbl 07554293 Stochastics 94, No. 3, 459-492 (2022). MSC: 60G22 60G18 60F25 PDF BibTeX XML Cite \textit{L. Yan} and \textit{X. Sun}, Stochastics 94, No. 3, 459--492 (2022; Zbl 07554293) Full Text: DOI OpenURL
Blömker, Dirk; Neamţu, Alexandra Amplitude equations for SPDEs driven by fractional additive noise with small Hurst parameter. (English) Zbl 07544516 Stoch. Dyn. 22, No. 3, Article ID 2240013, 33 p. (2022). MSC: 60G22 60H05 60H15 PDF BibTeX XML Cite \textit{D. Blömker} and \textit{A. Neamţu}, Stoch. Dyn. 22, No. 3, Article ID 2240013, 33 p. (2022; Zbl 07544516) Full Text: DOI OpenURL
Čoupek, Petr; Duncan, Tyrone E.; Pasik-Duncan, Bozenna A stochastic calculus for Rosenblatt processes. (English) Zbl 07544404 Stochastic Processes Appl. 150, 853-885 (2022). MSC: 60H05 60H07 60G22 PDF BibTeX XML Cite \textit{P. Čoupek} et al., Stochastic Processes Appl. 150, 853--885 (2022; Zbl 07544404) Full Text: DOI OpenURL
Fan, Xiliang; Yu, Rong Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises. (English) Zbl 07533897 Stochastics 94, No. 4, 493-518 (2022). MSC: 60H10 PDF BibTeX XML Cite \textit{X. Fan} and \textit{R. Yu}, Stochastics 94, No. 4, 493--518 (2022; Zbl 07533897) Full Text: DOI OpenURL
Baños, David; Ortiz-Latorre, Salvador; Pilipenko, Andrey; Proske, Frank Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise. (English) Zbl 07517659 J. Theor. Probab. 35, No. 2, 714-771 (2022). MSC: 60H07 60H10 60H50 PDF BibTeX XML Cite \textit{D. Baños} et al., J. Theor. Probab. 35, No. 2, 714--771 (2022; Zbl 07517659) Full Text: DOI OpenURL
Geng, Xi; Ouyang, Cheng; Tindel, Samy Precise local estimates for differential equations driven by fractional Brownian motion: hypoelliptic case. (English) Zbl 07512873 Ann. Probab. 50, No. 2, 649-687 (2022). MSC: 60H10 60G15 60H07 PDF BibTeX XML Cite \textit{X. Geng} et al., Ann. Probab. 50, No. 2, 649--687 (2022; Zbl 07512873) Full Text: DOI Link OpenURL
Cao, Wanrong; Hao, Zhaopeng; Zhang, Zhongqiang Optimal strong convergence of finite element methods for one-dimensional stochastic elliptic equations with fractional noise. (English) Zbl 07488711 J. Sci. Comput. 91, No. 1, Paper No. 1, 23 p. (2022). MSC: 65-XX 35B65 41A25 60H35 60H10 65L60 65L70 PDF BibTeX XML Cite \textit{W. Cao} et al., J. Sci. Comput. 91, No. 1, Paper No. 1, 23 p. (2022; Zbl 07488711) Full Text: DOI OpenURL
Akeb, Tassadit; Challali, Nordine; Mellah, Omar Almost periodic solutions in distribution to affine stochastic differential equations driven by a fractional Brownian motion. (English) Zbl 07488625 Mediterr. J. Math. 19, No. 2, Paper No. 69, 32 p. (2022). Reviewer: Toader Morozan (Bucureşti) MSC: 60G05 60H10 34C27 PDF BibTeX XML Cite \textit{T. Akeb} et al., Mediterr. J. Math. 19, No. 2, Paper No. 69, 32 p. (2022; Zbl 07488625) Full Text: DOI OpenURL
Čoupek, Petr; Maslowski, Bohdan; Ondreját, Martin Stochastic integration with respect to fractional processes in Banach spaces. (English) Zbl 07474682 J. Funct. Anal. 282, No. 8, Article ID 109393, 62 p. (2022). Reviewer: Christos E. Kountzakis (Karlovassi) MSC: 60G22 60H05 PDF BibTeX XML Cite \textit{P. Čoupek} et al., J. Funct. Anal. 282, No. 8, Article ID 109393, 62 p. (2022; Zbl 07474682) Full Text: DOI arXiv OpenURL
Kumar, Vivek; Mohan, Manil T.; Kumar Giri, Ankik On a generalized stochastic Burgers’ equation perturbed by Volterra noise. (English) Zbl 1481.60119 J. Math. Anal. Appl. 506, No. 1, Article ID 125638, 26 p. (2022). MSC: 60H15 35R60 47H10 PDF BibTeX XML Cite \textit{V. Kumar} et al., J. Math. Anal. Appl. 506, No. 1, Article ID 125638, 26 p. (2022; Zbl 1481.60119) Full Text: DOI OpenURL
Sun, Xiaoxia; Guo, Feng Martingale representation and logarithmic-Sobolev inequality for the fractional Ornstein-Uhlenbeck measure. (English) Zbl 07557578 Acta Math. Sci., Ser. B, Engl. Ed. 41, No. 3, 827-842 (2021). MSC: 60G15 60G18 PDF BibTeX XML Cite \textit{X. Sun} and \textit{F. Guo}, Acta Math. Sci., Ser. B, Engl. Ed. 41, No. 3, 827--842 (2021; Zbl 07557578) Full Text: DOI OpenURL
Song, Xiaoming Large deviations for functionals of some self-similar Gaussian processes. (English) Zbl 07553830 Stochastics 93, No. 3, 311-336 (2021). MSC: 60G15 60F10 60G18 60G22 60J55 PDF BibTeX XML Cite \textit{X. Song}, Stochastics 93, No. 3, 311--336 (2021; Zbl 07553830) Full Text: DOI OpenURL
Jafari, Hossein; Malinowski, Marek T.; Ebadi, M. J. Fuzzy stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1485.60054 Adv. Difference Equ. 2021, Paper No. 16, 17 p. (2021). MSC: 60H10 60H05 60H07 60G18 60H30 60A86 PDF BibTeX XML Cite \textit{H. Jafari} et al., Adv. Difference Equ. 2021, Paper No. 16, 17 p. (2021; Zbl 1485.60054) Full Text: DOI OpenURL
Butkovsky, Oleg; Dareiotis, Konstantinos; Gerencsér, Máté Approximation of SDEs: a stochastic sewing approach. (English) Zbl 07458808 Probab. Theory Relat. Fields 181, No. 4, 975-1034 (2021). MSC: 60H50 60H10 65C30 PDF BibTeX XML Cite \textit{O. Butkovsky} et al., Probab. Theory Relat. Fields 181, No. 4, 975--1034 (2021; Zbl 07458808) Full Text: DOI arXiv OpenURL
Bourguin, Solesne; Gailus, Siragan; Spiliopoulos, Konstantinos Typical dynamics and fluctuation analysis of slow-fast systems driven by fractional Brownian motion. (English) Zbl 1484.60047 Stoch. Dyn. 21, No. 7, Article ID 2150030, 30 p. (2021). MSC: 60G22 60H10 60H07 60H05 PDF BibTeX XML Cite \textit{S. Bourguin} et al., Stoch. Dyn. 21, No. 7, Article ID 2150030, 30 p. (2021; Zbl 1484.60047) Full Text: DOI arXiv OpenURL
Wen, Xiaoxia; Huang, Jin A Haar wavelet method for linear and nonlinear stochastic Itô-Volterra integral equation driven by a fractional Brownian motion. (English) Zbl 1482.60089 Stochastic Anal. Appl. 39, No. 5, 926-943 (2021). MSC: 60H20 60G22 PDF BibTeX XML Cite \textit{X. Wen} and \textit{J. Huang}, Stochastic Anal. Appl. 39, No. 5, 926--943 (2021; Zbl 1482.60089) Full Text: DOI OpenURL
Deng, Mengting; Jiang, Guo; Ke, Ting Numerical solution of nonlinear stochastic Itô-Volterra integral equations driven by fractional Brownian motion using block pulse functions. (English) Zbl 1486.65007 Discrete Dyn. Nat. Soc. 2021, Article ID 4934658, 11 p. (2021). MSC: 65C30 60H10 65R20 PDF BibTeX XML Cite \textit{M. Deng} et al., Discrete Dyn. Nat. Soc. 2021, Article ID 4934658, 11 p. (2021; Zbl 1486.65007) Full Text: DOI OpenURL
Bourguin, Solesne; Gailus, Siragan; Spiliopoulos, Konstantinos Discrete-time inference for slow-fast systems driven by fractional Brownian motion. (English) Zbl 1478.60123 Multiscale Model. Simul. 19, No. 3, 1333-1366 (2021). MSC: 60G22 60H10 60H07 62F12 PDF BibTeX XML Cite \textit{S. Bourguin} et al., Multiscale Model. Simul. 19, No. 3, 1333--1366 (2021; Zbl 1478.60123) Full Text: DOI arXiv OpenURL
Jiang, Hui; Yang, Qingshan Asymptotic behavior of the weak approximation to a class of Gaussian processes. (English) Zbl 1475.60060 J. Appl. Probab. 58, No. 3, 693-707 (2021). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60F10 60F17 60B10 60J65 60G55 60G22 PDF BibTeX XML Cite \textit{H. Jiang} and \textit{Q. Yang}, J. Appl. Probab. 58, No. 3, 693--707 (2021; Zbl 1475.60060) Full Text: DOI OpenURL
Alòs, Elisa; Rolloos, Frido; Shiraya, Kenichiro On the difference between the volatility swap strike and the zero vanna implied volatility. (English) Zbl 1471.91558 SIAM J. Financ. Math. 12, No. 2, 690-723 (2021). MSC: 91G20 60H07 PDF BibTeX XML Cite \textit{E. Alòs} et al., SIAM J. Financ. Math. 12, No. 2, 690--723 (2021; Zbl 1471.91558) Full Text: DOI arXiv OpenURL
Inahama, Yuzuru; Naganuma, Nobuaki Asymptotic expansion of the density for hypoelliptic rough differential equation. (English) Zbl 1469.60365 Nagoya Math. J. 243, 11-41 (2021). MSC: 60L50 60F99 60G22 PDF BibTeX XML Cite \textit{Y. Inahama} and \textit{N. Naganuma}, Nagoya Math. J. 243, 11--41 (2021; Zbl 1469.60365) Full Text: DOI arXiv OpenURL
Shi, Yu Feng; Wen, Jia Qiang; Xiong, Jie Mean-field backward stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1470.60164 Acta Math. Sin., Engl. Ser. 37, No. 7, 1156-1170 (2021). MSC: 60H10 60H20 60G22 PDF BibTeX XML Cite \textit{Y. F. Shi} et al., Acta Math. Sin., Engl. Ser. 37, No. 7, 1156--1170 (2021; Zbl 1470.60164) Full Text: DOI OpenURL
Gulisashvili, Archil Time-inhomogeneous Gaussian stochastic volatility models: large deviations and super roughness. (English) Zbl 1475.60059 Stochastic Processes Appl. 139, 37-79 (2021). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60F10 60G15 60G22 91B24 91G20 PDF BibTeX XML Cite \textit{A. Gulisashvili}, Stochastic Processes Appl. 139, 37--79 (2021; Zbl 1475.60059) Full Text: DOI arXiv OpenURL
Halima, Hennoune; Abdeldjebbar, Kandouci The absence of arbitrage property in mixed fractional Bownian motion setting. (English) Zbl 1475.60070 Bull. Inst. Math., Acad. Sin. (N.S.) 16, No. 1, 63-77 (2021). MSC: 60G15 60G22 60G30 91G80 PDF BibTeX XML Cite \textit{H. Halima} and \textit{K. Abdeldjebbar}, Bull. Inst. Math., Acad. Sin. (N.S.) 16, No. 1, 63--77 (2021; Zbl 1475.60070) Full Text: DOI OpenURL
Cass, Thomas; Lim, Nengli Skorohod and rough integration for stochastic differential equations driven by Volterra processes. (English. French summary) Zbl 07374657 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 1, 132-168 (2021). MSC: 60H07 60L20 PDF BibTeX XML Cite \textit{T. Cass} and \textit{N. Lim}, Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 1, 132--168 (2021; Zbl 07374657) Full Text: DOI OpenURL
Zhang, Shao-Qin; Yuan, Chenggui Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation. (English) Zbl 07374104 Proc. R. Soc. Edinb., Sect. A, Math. 151, No. 4, 1278-1304 (2021). MSC: 60H35 60H10 PDF BibTeX XML Cite \textit{S.-Q. Zhang} and \textit{C. Yuan}, Proc. R. Soc. Edinb., Sect. A, Math. 151, No. 4, 1278--1304 (2021; Zbl 07374104) Full Text: DOI arXiv OpenURL
Fan, Xiliang; Zhang, Shao-Qin Moment estimates and applications for SDEs driven by fractional Brownian motions with irregular drifts. (English) Zbl 1480.60155 Bull. Sci. Math. 170, Article ID 103011, 33 p. (2021). MSC: 60H10 60H07 PDF BibTeX XML Cite \textit{X. Fan} and \textit{S.-Q. Zhang}, Bull. Sci. Math. 170, Article ID 103011, 33 p. (2021; Zbl 1480.60155) Full Text: DOI arXiv OpenURL
Merino, Raúl; Pospíšil, Jan; Sobotka, Tomáš; Sottinen, Tommi; Vives, Josep Decomposition formula for rough Volterra stochastic volatility models. (English) Zbl 1466.91350 Int. J. Theor. Appl. Finance 24, No. 2, Article ID 2150008, 47 p. (2021). MSC: 91G20 91G15 PDF BibTeX XML Cite \textit{R. Merino} et al., Int. J. Theor. Appl. Finance 24, No. 2, Article ID 2150008, 47 p. (2021; Zbl 1466.91350) Full Text: DOI arXiv OpenURL
Cellupica, Miriana; Pacchiarotti, Barbara Pathwise asymptotics for Volterra type stochastic volatility models. (English) Zbl 1483.60042 J. Theor. Probab. 34, No. 2, 682-727 (2021). MSC: 60F10 60G15 60G22 PDF BibTeX XML Cite \textit{M. Cellupica} and \textit{B. Pacchiarotti}, J. Theor. Probab. 34, No. 2, 682--727 (2021; Zbl 1483.60042) Full Text: DOI arXiv OpenURL
Čoupek, Petr; Garrido-Atienza, María J. Bilinear equations in Hilbert space driven by paths of low regularity. (English) Zbl 1464.60065 Discrete Contin. Dyn. Syst., Ser. B 26, No. 1, 121-154 (2021). MSC: 60H15 60G22 34F05 47D06 PDF BibTeX XML Cite \textit{P. Čoupek} and \textit{M. J. Garrido-Atienza}, Discrete Contin. Dyn. Syst., Ser. B 26, No. 1, 121--154 (2021; Zbl 1464.60065) Full Text: DOI OpenURL
Li, Jiawei; Qian, Zhongmin Large deviation principle for fractional Brownian motion with respect to capacity. (English) Zbl 1457.60048 Potential Anal. 54, No. 4, 655-685 (2021). MSC: 60F10 60G22 60H07 PDF BibTeX XML Cite \textit{J. Li} and \textit{Z. Qian}, Potential Anal. 54, No. 4, 655--685 (2021; Zbl 1457.60048) Full Text: DOI arXiv OpenURL
Fan, Xiliang; Wu, Jiang-Lun Density estimates for the solutions of backward stochastic differential equations driven by Gaussian processes. (English) Zbl 1470.60151 Potential Anal. 54, No. 3, 483-501 (2021). MSC: 60H10 60G22 60H05 60G15 PDF BibTeX XML Cite \textit{X. Fan} and \textit{J.-L. Wu}, Potential Anal. 54, No. 3, 483--501 (2021; Zbl 1470.60151) Full Text: DOI arXiv OpenURL
Fallah, Somayeh; Mehrdoust, Farshid CEV model equipped with the long-memory. (English) Zbl 1457.91373 J. Comput. Appl. Math. 389, Article ID 113359, 16 p. (2021). MSC: 91G20 60G22 PDF BibTeX XML Cite \textit{S. Fallah} and \textit{F. Mehrdoust}, J. Comput. Appl. Math. 389, Article ID 113359, 16 p. (2021; Zbl 1457.91373) Full Text: DOI OpenURL
Bhardwaj, Shivam; Gadre, Vikram M.; Chandrasekhar, E. Statistical analysis of DWT coefficients of fGn processes using ARFIMA(p,d,q) models. (English) Zbl 07530168 Physica A 547, Article ID 124404, 10 p. (2020). MSC: 82-XX PDF BibTeX XML Cite \textit{S. Bhardwaj} et al., Physica A 547, Article ID 124404, 10 p. (2020; Zbl 07530168) Full Text: DOI OpenURL
Wang, Jun; Song, Xianmei; Shen, Guangjun; Yin, Xiuwei Approximation to two independent Gaussian processes from a unique Lévy process and applications. (English) Zbl 07529951 Commun. Stat., Theory Methods 49, No. 21, 5220-5234 (2020). MSC: 60F17 60G15 60G18 62-XX PDF BibTeX XML Cite \textit{J. Wang} et al., Commun. Stat., Theory Methods 49, No. 21, 5220--5234 (2020; Zbl 07529951) Full Text: DOI OpenURL
Sheng, Yuhong; Yao, Kai; Qin, Zhongfeng Continuity and variation analysis of fractional uncertain processes. (English) Zbl 07508314 Chaos Solitons Fractals 140, Article ID 110250, 6 p. (2020). MSC: 60-XX 62-XX PDF BibTeX XML Cite \textit{Y. Sheng} et al., Chaos Solitons Fractals 140, Article ID 110250, 6 p. (2020; Zbl 07508314) Full Text: DOI OpenURL
Ohashi, Alberto; de Souza, Francys A. \(L^p\) uniform random walk-type approximation for fractional Brownian motion with Hurst exponent \(0 < H < \frac{1}{2} \). (English) Zbl 1477.60065 Electron. Commun. Probab. 25, Paper No. 88, 13 p. (2020). MSC: 60G22 60G15 60G18 PDF BibTeX XML Cite \textit{A. Ohashi} and \textit{F. A. de Souza}, Electron. Commun. Probab. 25, Paper No. 88, 13 p. (2020; Zbl 1477.60065) Full Text: DOI arXiv OpenURL
Suo, Yongqiang; Yuan, Chenggui; Zhang, Shao-Qin Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficients. (English) Zbl 1477.60091 Stochastic Anal. Appl. 39, No. 2, 278-305 (2020). MSC: 60H10 60G22 60F10 34K26 PDF BibTeX XML Cite \textit{Y. Suo} et al., Stochastic Anal. Appl. 39, No. 2, 278--305 (2020; Zbl 1477.60091) Full Text: DOI arXiv OpenURL
Tanoh, Kouacou; N’zi, Modeste; Yodé, Armel Fabrice Large deviations and Berry-Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion. (English) Zbl 1462.62515 Random Oper. Stoch. Equ. 28, No. 3, 183-196 (2020). MSC: 62M05 62F12 60E15 60F10 60G22 60H10 60H07 60J60 PDF BibTeX XML Cite \textit{K. Tanoh} et al., Random Oper. Stoch. Equ. 28, No. 3, 183--196 (2020; Zbl 1462.62515) Full Text: DOI OpenURL
Lim, Nengli Young-Stieltjes integrals with respect to Volterra covariance functions. (English) Zbl 1456.60134 Stochastic Anal. Appl. 38, No. 6, 1001-1018 (2020). MSC: 60H05 PDF BibTeX XML Cite \textit{N. Lim}, Stochastic Anal. Appl. 38, No. 6, 1001--1018 (2020; Zbl 1456.60134) Full Text: DOI arXiv OpenURL
Baudoin, Fabrice; Feng, Qi; Ouyang, Cheng Density of the signature process of fBm. (English) Zbl 1469.60176 Trans. Am. Math. Soc. 373, No. 12, 8583-8610 (2020). MSC: 60H10 60H07 60L20 60G22 PDF BibTeX XML Cite \textit{F. Baudoin} et al., Trans. Am. Math. Soc. 373, No. 12, 8583--8610 (2020; Zbl 1469.60176) Full Text: DOI arXiv OpenURL
Baños, David; Nilssen, Torstein; Proske, Frank Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift. (English) Zbl 1456.60140 J. Dyn. Differ. Equations 32, No. 4, 1819-1866 (2020). MSC: 60H10 60G22 49N60 PDF BibTeX XML Cite \textit{D. Baños} et al., J. Dyn. Differ. Equations 32, No. 4, 1819--1866 (2020; Zbl 1456.60140) Full Text: DOI arXiv Link OpenURL
Eichinger, Katharina; Kuehn, Christian; Neamţu, Alexandra Sample paths estimates for stochastic fast-slow systems driven by fractional Brownian motion. (English) Zbl 1447.60098 J. Stat. Phys. 179, No. 5-6, 1222-1266 (2020). MSC: 60H15 34E15 34F05 37H10 60H10 PDF BibTeX XML Cite \textit{K. Eichinger} et al., J. Stat. Phys. 179, No. 5--6, 1222--1266 (2020; Zbl 1447.60098) Full Text: DOI arXiv OpenURL
Amine, Oussama; Baños, David R.; Proske, Frank Regularity properties of the stochastic flow of a skew fractional Brownian motion. (English) Zbl 1461.60038 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 23, No. 1, Article ID 2050005, 19 p. (2020). MSC: 60H10 49J55 49N60 60G22 PDF BibTeX XML Cite \textit{O. Amine} et al., Infin. Dimens. Anal. Quantum Probab. Relat. Top. 23, No. 1, Article ID 2050005, 19 p. (2020; Zbl 1461.60038) Full Text: DOI arXiv OpenURL
Bender, Christian Itô’s formula for Gaussian processes with stochastic discontinuities. (English) Zbl 1468.60066 Ann. Probab. 48, No. 1, 458-492 (2020). MSC: 60H07 60H05 60G15 PDF BibTeX XML Cite \textit{C. Bender}, Ann. Probab. 48, No. 1, 458--492 (2020; Zbl 1468.60066) Full Text: DOI arXiv Euclid OpenURL
Baldi, Paolo Tightness and exponential tightness of Gaussian probabilities. (English) Zbl 1434.60082 ESAIM, Probab. Stat. 24, 113-126 (2020). MSC: 60F10 60B12 PDF BibTeX XML Cite \textit{P. Baldi}, ESAIM, Probab. Stat. 24, 113--126 (2020; Zbl 1434.60082) Full Text: DOI arXiv OpenURL
León, Jorge A. Stratonovich type integration with respect to fractional Brownian motion with Hurst parameter less than \(1/2\). (English) Zbl 1464.60054 Bernoulli 26, No. 3, 2436-2462 (2020). MSC: 60H05 60G22 60H07 PDF BibTeX XML Cite \textit{J. A. León}, Bernoulli 26, No. 3, 2436--2462 (2020; Zbl 1464.60054) Full Text: DOI Euclid OpenURL
Hong, Jialin; Huang, Chuying; Kamrani, Minoo; Wang, Xu 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 Stochastic Processes Appl. 130, No. 5, 2675-2692 (2020). Reviewer: Raffaella Pavani (Milano) MSC: 60H35 60H07 PDF BibTeX XML Cite \textit{J. Hong} et al., Stochastic Processes Appl. 130, No. 5, 2675--2692 (2020; Zbl 1451.60076) Full Text: DOI arXiv OpenURL
Li, Zhi; Zhan, Wentao; Xu, Liping Stochastic differential equations with time-dependent coefficients driven by fractional Brownian motion. (English) Zbl 07568827 Physica A 530, Article ID 121565, 11 p. (2019). MSC: 82-XX 60H15 60G15 60H05 PDF BibTeX XML Cite \textit{Z. Li} et al., Physica A 530, Article ID 121565, 11 p. (2019; Zbl 07568827) Full Text: DOI OpenURL
Yan, Litan; Yu, Xianye Asymptotic behaviours of a stochastic delay equation driven by an fBm in Hilbert space. (English) Zbl 07554657 Stochastics 91, No. 8, 1164-1185 (2019). MSC: 34E15 93B05 93E15 PDF BibTeX XML Cite \textit{L. Yan} and \textit{X. Yu}, Stochastics 91, No. 8, 1164--1185 (2019; Zbl 07554657) Full Text: DOI OpenURL
Wang, Wensheng Asymptotic analysis for hedging errors in models with respect to geometric fractional Brownian motion. (English) Zbl 07553370 Stochastics 91, No. 3, 407-432 (2019). MSC: 60-XX PDF BibTeX XML Cite \textit{W. Wang}, Stochastics 91, No. 3, 407--432 (2019; Zbl 07553370) Full Text: DOI OpenURL
Alazemi, Fares; Es-Sebaiy, Khalifa; Ouknine, Youssef Efficient and superefficient estimators of filtered Poisson process intensities. (English) Zbl 07530843 Commun. Stat., Theory Methods 48, No. 7, 1682-1692 (2019). MSC: 62G05 60G55 60H07 PDF BibTeX XML Cite \textit{F. Alazemi} et al., Commun. Stat., Theory Methods 48, No. 7, 1682--1692 (2019; Zbl 07530843) Full Text: DOI OpenURL
Lohvinenko, S. S.; Ralchenko, K. V. 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). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G22 62F10 62F12 PDF BibTeX XML Cite \textit{S. S. Lohvinenko} and \textit{K. V. Ralchenko}, Theory Probab. Math. Stat. 99, 149--168 (2019; Zbl 1435.60028); translation from Teor. Jmovirn. Mat. Stat. 99, 134--151 (2018) Full Text: DOI OpenURL
Viens, Frederi; Zhang, Jianfeng A martingale approach for fractional Brownian motions and related path dependent PDEs. (English) Zbl 1441.60031 Ann. Appl. Probab. 29, No. 6, 3489-3540 (2019). MSC: 60G22 60H20 60H30 35K10 91G20 PDF BibTeX XML Cite \textit{F. Viens} and \textit{J. Zhang}, Ann. Appl. Probab. 29, No. 6, 3489--3540 (2019; Zbl 1441.60031) Full Text: DOI arXiv Euclid OpenURL
Douissi, Soukaina; Wen, Jiaqiang; Shi, Yufeng Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem. (English) Zbl 1428.60075 Appl. Math. Comput. 355, 282-298 (2019). MSC: 60H10 60G22 60H20 93E20 PDF BibTeX XML Cite \textit{S. Douissi} et al., Appl. Math. Comput. 355, 282--298 (2019; Zbl 1428.60075) Full Text: DOI arXiv OpenURL
Yan, Litan; Yu, Xianye Asymptotic behavior for high moments of the fractional heat equation with fractional noise. (English) Zbl 1439.60039 J. Theor. Probab. 32, No. 4, 1617-1646 (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G22 60H15 35B40 PDF BibTeX XML Cite \textit{L. Yan} and \textit{X. Yu}, J. Theor. Probab. 32, No. 4, 1617--1646 (2019; Zbl 1439.60039) Full Text: DOI OpenURL
Yu, Xianye Non-Lipschitz anticipated backward stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1422.60111 Stat. Probab. Lett. 155, Article ID 108582, 11 p. (2019). MSC: 60H10 60H20 60G22 60H07 PDF BibTeX XML Cite \textit{X. Yu}, Stat. Probab. Lett. 155, Article ID 108582, 11 p. (2019; Zbl 1422.60111) Full Text: DOI OpenURL
Jańczak-Borkowska, Katarzyna Fractional backward stochastic variational inequalities with non-Lipschitz coefficient. (English) Zbl 1427.60107 Braz. J. Probab. Stat. 33, No. 3, 480-497 (2019). MSC: 60H10 60G22 PDF BibTeX XML Cite \textit{K. Jańczak-Borkowska}, Braz. J. Probab. Stat. 33, No. 3, 480--497 (2019; Zbl 1427.60107) Full Text: DOI Euclid OpenURL
Fan, Xiliang Derivative formulas and applications for degenerate stochastic differential equations with fractional noises. (English) Zbl 1479.60107 J. Theor. Probab. 32, No. 3, 1360-1381 (2019). Reviewer: Xue-Mei Li (Warwick) MSC: 60H07 PDF BibTeX XML Cite \textit{X. Fan}, J. Theor. Probab. 32, No. 3, 1360--1381 (2019; Zbl 1479.60107) Full Text: DOI arXiv OpenURL
El Barrimi, Oussama; Ouknine, Youssef Some stability results for semilinear stochastic heat equation driven by a fractional noise. (English) Zbl 1440.60051 Bull. Korean Math. Soc. 56, No. 3, 631-648 (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H15 60G18 60G22 PDF BibTeX XML Cite \textit{O. El Barrimi} and \textit{Y. Ouknine}, Bull. Korean Math. Soc. 56, No. 3, 631--648 (2019; Zbl 1440.60051) Full Text: DOI OpenURL
El Barrimi, Oussama; Ouknine, Youssef Stochastic differential equations driven by an additive fractional Brownian sheet. (English) Zbl 07080995 Bull. Korean Math. Soc. 56, No. 2, 479-489 (2019). MSC: 60G22 60G15 PDF BibTeX XML Cite \textit{O. El Barrimi} and \textit{Y. Ouknine}, Bull. Korean Math. Soc. 56, No. 2, 479--489 (2019; Zbl 07080995) Full Text: DOI OpenURL
Sun, Xichao; Yan, Litan; Yu, Xianye An integral functional driven by fractional Brownian motion. (English) Zbl 1415.60037 Stochastic Processes Appl. 129, No. 7, 2249-2285 (2019). MSC: 60G15 60G22 60H05 60H07 PDF BibTeX XML Cite \textit{X. Sun} et al., Stochastic Processes Appl. 129, No. 7, 2249--2285 (2019; Zbl 1415.60037) Full Text: DOI arXiv OpenURL
Li, Zhi; Xu, Liping; Yan, Litan Weak solutions for stochastic differential equations with additive fractional noise. (English) Zbl 1415.60076 Stoch. Dyn. 19, No. 2, Article ID 1950017, 9 p. (2019). MSC: 60H15 60G15 60G22 60H05 PDF BibTeX XML Cite \textit{Z. Li} et al., Stoch. Dyn. 19, No. 2, Article ID 1950017, 9 p. (2019; Zbl 1415.60076) Full Text: DOI OpenURL
Jaramillo, Arturo; Pardo, Juan Carlos; Pérez, José Luis Convergence of the empirical spectral distribution of Gaussian matrix-valued processes. (English) Zbl 1427.15037 Electron. J. Probab. 24, Paper No. 10, 22 p. (2019). MSC: 15B52 65C30 60H07 60B10 PDF BibTeX XML Cite \textit{A. Jaramillo} et al., Electron. J. Probab. 24, Paper No. 10, 22 p. (2019; Zbl 1427.15037) Full Text: DOI arXiv Euclid OpenURL
Li, Jiawei; Qian, Zhongmin Fine properties of fractional Brownian motions on Wiener space. (English) Zbl 1478.60127 J. Math. Anal. Appl. 473, No. 1, 141-173 (2019). MSC: 60G22 60G17 60H07 46E30 PDF BibTeX XML Cite \textit{J. Li} and \textit{Z. Qian}, J. Math. Anal. Appl. 473, No. 1, 141--173 (2019; Zbl 1478.60127) Full Text: DOI arXiv OpenURL
Akahori, Jiro; Song, Xiaoming; Wang, Tai-Ho Bridge representation and modal-path approximation. (English) Zbl 1403.60033 Stochastic Processes Appl. 129, No. 1, 174-204 (2019). MSC: 60G22 60G15 60H07 PDF BibTeX XML Cite \textit{J. Akahori} et al., Stochastic Processes Appl. 129, No. 1, 174--204 (2019; Zbl 1403.60033) Full Text: DOI arXiv OpenURL
Yu, Hui T-stability of the Euler method for impulsive stochastic differential equations driven by fractional Brownian motion. (English) Zbl 07554245 Filomat 32, No. 18, 6493-6503 (2018). MSC: 39A50 PDF BibTeX XML Cite \textit{H. Yu}, Filomat 32, No. 18, 6493--6503 (2018; Zbl 07554245) Full Text: DOI OpenURL
El-Borai, M. M.; El-Nadi, K. El-S.; Ahmed, H. M.; El-Owaidy, H. M.; Ghanem, A. S.; Sakthivel, R. Existence and stability for fractional parabolic integro-partial differential equations with fractional Brownian motion and nonlocal condition. (English) Zbl 1438.60069 Cogent Math. Stat. 5, Article ID 1460030, 8 p. (2018). MSC: 60H10 60H15 60G15 60G22 PDF BibTeX XML Cite \textit{M. M. El-Borai} et al., Cogent Math. Stat. 5, Article ID 1460030, 8 p. (2018; Zbl 1438.60069) Full Text: DOI OpenURL
Čoupek, Petr; Maslowski, Bohdan; Ondreját, Martin \(L^p\)-valued stochastic convolution integral driven by Volterra noise. (English) Zbl 1417.60044 Stoch. Dyn. 18, No. 6, Article ID 1850048, 22 p. (2018). MSC: 60H05 60H15 PDF BibTeX XML Cite \textit{P. Čoupek} et al., Stoch. Dyn. 18, No. 6, Article ID 1850048, 22 p. (2018; Zbl 1417.60044) Full Text: DOI arXiv OpenURL
Gulisashvili, Archil Large deviation principle for Volterra type fractional stochastic volatility models. (English) Zbl 1416.91376 SIAM J. Financ. Math. 9, No. 3, 1102-1136 (2018). MSC: 91G20 60F10 60G15 60G18 60G22 PDF BibTeX XML Cite \textit{A. Gulisashvili}, SIAM J. Financ. Math. 9, No. 3, 1102--1136 (2018; Zbl 1416.91376) Full Text: DOI arXiv OpenURL
Yan, Litan; Yin, Xiuwei Harnack inequality and derivative formula for stochastic heat equation with fractional noise. (English) Zbl 1394.60073 Electron. Commun. Probab. 23, Paper No. 35, 11 p. (2018). MSC: 60H15 60G22 PDF BibTeX XML Cite \textit{L. Yan} and \textit{X. Yin}, Electron. Commun. Probab. 23, Paper No. 35, 11 p. (2018; Zbl 1394.60073) Full Text: DOI Euclid OpenURL
da Silva, José Luís; Erraoui, Mohamed; Essaky, El Hassan Mixed stochastic differential equations: existence and uniqueness result. (English) Zbl 1431.60043 J. Theor. Probab. 31, No. 2, 1119-1141 (2018). MSC: 60H05 60H10 60G22 60G15 PDF BibTeX XML Cite \textit{J. L. da Silva} et al., J. Theor. Probab. 31, No. 2, 1119--1141 (2018; Zbl 1431.60043) Full Text: DOI arXiv OpenURL
Ayache, Antoine; Esser, Céline; Peng, Qidi Almost sure approximations in Hölder norms of a general stochastic process defined by a Young integral. (English) Zbl 1393.60056 ALEA, Lat. Am. J. Probab. Math. Stat. 15, No. 2, 775-810 (2018). MSC: 60H05 42C40 60G17 PDF BibTeX XML Cite \textit{A. Ayache} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 15, No. 2, 775--810 (2018; Zbl 1393.60056) Full Text: Link OpenURL
Yan, Litan; Yin, Xiuwei Bismut formula for a stochastic heat equation with fractional noise. (English) Zbl 1406.60097 Stat. Probab. Lett. 137, 165-172 (2018). MSC: 60H15 60H35 65C30 PDF BibTeX XML Cite \textit{L. Yan} and \textit{X. Yin}, Stat. Probab. Lett. 137, 165--172 (2018; Zbl 1406.60097) Full Text: DOI OpenURL
Benigni, Lucas; Cosco, Clément; Shapira, Assaf; Wiese, Kay Jörg Hausdorff dimension of the record set of a fractional Brownian motion. (English) Zbl 1390.60143 Electron. Commun. Probab. 23, Paper No. 22, 8 p. (2018). MSC: 60G22 60G17 60G18 28A78 28A80 PDF BibTeX XML Cite \textit{L. Benigni} et al., Electron. Commun. Probab. 23, Paper No. 22, 8 p. (2018; Zbl 1390.60143) Full Text: DOI arXiv Euclid OpenURL
Čoupek, P. Limiting measure and stationarity of solutions to stochastic evolution equations with Volterra noise. (English) Zbl 1390.60227 Stochastic Anal. Appl. 36, No. 3, 393-412 (2018). MSC: 60H15 60H05 35R60 60H10 PDF BibTeX XML Cite \textit{P. Čoupek}, Stochastic Anal. Appl. 36, No. 3, 393--412 (2018; Zbl 1390.60227) Full Text: DOI arXiv OpenURL
Li, Zhi; Yan, Litan Harnack inequalities for SDEs driven by subordinator fractional Brownian motion. (English) Zbl 1390.60215 Stat. Probab. Lett. 134, 45-53 (2018). MSC: 60H10 60G15 60H05 60E15 PDF BibTeX XML Cite \textit{Z. Li} and \textit{L. Yan}, Stat. Probab. Lett. 134, 45--53 (2018; Zbl 1390.60215) Full Text: DOI OpenURL
Sun, Xiaoxia; Guo, Feng On moment estimates and continuity for solutions of SDEs driven by fractional Brownian motions under non-Lipschitz conditions. (English) Zbl 1380.60058 Stat. Probab. Lett. 132, 116-124 (2018). MSC: 60H10 60G22 PDF BibTeX XML Cite \textit{X. Sun} and \textit{F. Guo}, Stat. Probab. Lett. 132, 116--124 (2018; Zbl 1380.60058) Full Text: DOI OpenURL
Li, Lei; Liu, Jian-Guo; Lu, Jianfeng Fractional stochastic differential equations satisfying fluctuation-dissipation theorem. (English) Zbl 1386.82053 J. Stat. Phys. 169, No. 2, 316-339 (2017). MSC: 82C31 60H10 60G22 34A08 37A60 60H15 35R11 PDF BibTeX XML Cite \textit{L. Li} et al., J. Stat. Phys. 169, No. 2, 316--339 (2017; Zbl 1386.82053) Full Text: DOI arXiv OpenURL
Umarov, Sabir Fractional Fokker-Planck-Kolmogorov equations associated with SDEs on a bounded domain. (English) Zbl 1374.60109 Fract. Calc. Appl. Anal. 20, No. 5, 1281-1304 (2017). MSC: 60H10 35K20 35S11 PDF BibTeX XML Cite \textit{S. Umarov}, Fract. Calc. Appl. Anal. 20, No. 5, 1281--1304 (2017; Zbl 1374.60109) Full Text: DOI arXiv OpenURL
Falkowski, Adrian; Słomiński, Leszek SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation. (English) Zbl 1372.60094 Stochastic Processes Appl. 127, No. 11, 3536-3557 (2017). MSC: 60H20 60G22 PDF BibTeX XML Cite \textit{A. Falkowski} and \textit{L. Słomiński}, Stochastic Processes Appl. 127, No. 11, 3536--3557 (2017; Zbl 1372.60094) Full Text: DOI OpenURL
Yan, Litan; Li, Yumiao; Wu, Di Approximation of the Rosenblatt process by semimartingales. (English) Zbl 1368.60041 Commun. Stat., Theory Methods 46, No. 9, 4556-4578 (2017). MSC: 60G15 60G18 60F25 PDF BibTeX XML Cite \textit{L. Yan} et al., Commun. Stat., Theory Methods 46, No. 9, 4556--4578 (2017; Zbl 1368.60041) Full Text: DOI OpenURL
Sun, Xichao; Yan, Litan; Zhang, Qinghua The quadratic covariation for a weighted fractional Brownian motion. (English) Zbl 1374.60071 Stoch. Dyn. 17, No. 4, Article ID 1750029, 41 p. (2017). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60G22 60G15 60H05 60H07 60G17 PDF BibTeX XML Cite \textit{X. Sun} et al., Stoch. Dyn. 17, No. 4, Article ID 1750029, 41 p. (2017; Zbl 1374.60071) Full Text: DOI arXiv OpenURL
Fan, Xiliang; Ren, Yong Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions. (English) Zbl 1367.60081 Stoch. Dyn. 17, No. 4, Article ID 1750028, 19 p. (2017). MSC: 60H15 60G22 60H07 PDF BibTeX XML Cite \textit{X. Fan} and \textit{Y. Ren}, Stoch. Dyn. 17, No. 4, Article ID 1750028, 19 p. (2017; Zbl 1367.60081) Full Text: DOI OpenURL
Shu, Ji Random attractors for stochastic discrete Klein-Gordon-Schrödinger equations driven by fractional Brownian motions. (English) Zbl 1362.37156 Discrete Contin. Dyn. Syst., Ser. B 22, No. 4, 1587-1599 (2017). MSC: 37L55 60H15 82B44 PDF BibTeX XML Cite \textit{J. Shu}, Discrete Contin. Dyn. Syst., Ser. B 22, No. 4, 1587--1599 (2017; Zbl 1362.37156) Full Text: DOI OpenURL
Bender, Christian; Viitasaari, Lauri A general non-existence result for linear BSDEs driven by Gaussian processes. (English) Zbl 1358.60054 Stochastic Processes Appl. 127, No. 4, 1204-1233 (2017). MSC: 60G15 60H10 60H07 PDF BibTeX XML Cite \textit{C. Bender} and \textit{L. Viitasaari}, Stochastic Processes Appl. 127, No. 4, 1204--1233 (2017; Zbl 1358.60054) Full Text: DOI arXiv OpenURL
Forde, Martin; Zhang, Hongzhong Asymptotics for rough stochastic volatility models. (English) Zbl 1422.91693 SIAM J. Financ. Math. 8, 114-145 (2017). MSC: 91G20 60F10 60G22 60H99 PDF BibTeX XML Cite \textit{M. Forde} and \textit{H. Zhang}, SIAM J. Financ. Math. 8, 114--145 (2017; Zbl 1422.91693) Full Text: DOI arXiv OpenURL
Čoupek, P.; Maslowski, B. Stochastic evolution equations with Volterra noise. (English) Zbl 1390.60228 Stochastic Processes Appl. 127, No. 3, 877-900 (2017). MSC: 60H15 35R60 60H05 60H10 PDF BibTeX XML Cite \textit{P. Čoupek} and \textit{B. Maslowski}, Stochastic Processes Appl. 127, No. 3, 877--900 (2017; Zbl 1390.60228) Full Text: DOI OpenURL
Wen, Jiaqiang; Shi, Yufeng Anticipative backward stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1356.60092 Stat. Probab. Lett. 122, 118-127 (2017). MSC: 60H10 60H20 60G22 60H05 PDF BibTeX XML Cite \textit{J. Wen} and \textit{Y. Shi}, Stat. Probab. Lett. 122, 118--127 (2017; Zbl 1356.60092) Full Text: DOI arXiv OpenURL
Fiel, Allan; León, Jorge A.; Márquez-Carreras, David Stability for a class of semilinear fractional stochastic integral equations. (English) Zbl 1419.34020 Adv. Difference Equ. 2016, Paper No. 166, 20 p. (2016). MSC: 34A08 60G22 26A33 93D99 34F05 60H20 PDF BibTeX XML Cite \textit{A. Fiel} et al., Adv. Difference Equ. 2016, Paper No. 166, 20 p. (2016; Zbl 1419.34020) Full Text: DOI arXiv OpenURL
Aïdara, Sadibou; Sow, Ahmadou Bamba Generalized fractional BSDE with non Lipschitz coefficients. (English) Zbl 1386.60189 Afr. Mat. 27, No. 3-4, 443-455 (2016). MSC: 60H05 60H07 60G22 60H10 PDF BibTeX XML Cite \textit{S. Aïdara} and \textit{A. B. Sow}, Afr. Mat. 27, No. 3--4, 443--455 (2016; Zbl 1386.60189) Full Text: DOI OpenURL
El Barrimi, Oussama; Ouknine, Youssef Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness. (English) Zbl 1355.60073 Mod. Stoch., Theory Appl. 3, No. 4, 303-313 (2016). MSC: 60H10 60G22 60G15 PDF BibTeX XML Cite \textit{O. El Barrimi} and \textit{Y. Ouknine}, Mod. Stoch., Theory Appl. 3, No. 4, 303--313 (2016; Zbl 1355.60073) Full Text: DOI arXiv OpenURL
Borkowski, Dariusz; Jańczak-Borkowska, Katarzyna Generalized backward stochastic variational inequalities driven by a fractional Brownian motion. (English) Zbl 1366.60071 Braz. J. Probab. Stat. 30, No. 3, 502-519 (2016). MSC: 60G22 60E15 60H10 PDF BibTeX XML Cite \textit{D. Borkowski} and \textit{K. Jańczak-Borkowska}, Braz. J. Probab. Stat. 30, No. 3, 502--519 (2016; Zbl 1366.60071) Full Text: DOI Euclid OpenURL
Yan, Litan; Yu, Xianye; Sun, Xichao Asymptotic behavior of the solution of the fractional heat equation. (English) Zbl 1346.60098 Stat. Probab. Lett. 117, 54-61 (2016). MSC: 60H15 60G22 35R60 35B40 PDF BibTeX XML Cite \textit{L. Yan} et al., Stat. Probab. Lett. 117, 54--61 (2016; Zbl 1346.60098) Full Text: DOI OpenURL
Wang, Zhi; Cui, Jing Fractional Brownian sheet and martingale difference random fields. (English) Zbl 1385.60050 J. Inequal. Appl. 2016, Paper No. 202, 9 p. (2016). MSC: 60G22 60G15 60G60 60F17 PDF BibTeX XML Cite \textit{Z. Wang} and \textit{J. Cui}, J. Inequal. Appl. 2016, Paper No. 202, 9 p. (2016; Zbl 1385.60050) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{L. Yan}, Math. Z. 283, No. 1--2, 437--468 (2016; Zbl 1338.60111) Full Text: DOI OpenURL
Yu, Xianye; Sun, Xichao; Yan, Litan Solving a stochastic heat equation driven by a bi-fractional noise. (English) Zbl 1338.60109 Bound. Value Probl. 2016, Paper No. 66, 22 p. (2016). MSC: 60G15 60H05 60G17 PDF BibTeX XML Cite \textit{X. Yu} et al., Bound. Value Probl. 2016, Paper No. 66, 22 p. (2016; Zbl 1338.60109) Full Text: DOI OpenURL
Rao, B. L. S. Prakasa Conditions for singularity for measures generated by two fractional psuedo-diffusion processes. (English) Zbl 1344.60041 Stochastic Anal. Appl. 34, No. 2, 183-192 (2016). MSC: 60G22 60G30 60H10 60J60 PDF BibTeX XML Cite \textit{B. L. S. P. Rao}, Stochastic Anal. Appl. 34, No. 2, 183--192 (2016; Zbl 1344.60041) Full Text: DOI OpenURL
Besalú, M.; Kohatsu-Higa, A.; Tindel, S. Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions. (English) Zbl 1341.60049 Ann. Probab. 44, No. 1, 399-443 (2016). Reviewer: Andrew Dale (Durban) MSC: 60H10 60G22 60H07 34K50 PDF BibTeX XML Cite \textit{M. Besalú} et al., Ann. Probab. 44, No. 1, 399--443 (2016; Zbl 1341.60049) Full Text: DOI arXiv Euclid OpenURL