Panunzi, Simona; Borri, Alessandro; D’Orsi, Laura; De Gaetano, Andrea Order estimation for a fractional Brownian motion model of glucose control. (English) Zbl 07759137 Commun. Nonlinear Sci. Numer. Simul. 127, Article ID 107554, 15 p. (2023). MSC: 92C50 93E10 60G22 60H30 PDFBibTeX XMLCite \textit{S. Panunzi} et al., Commun. Nonlinear Sci. Numer. Simul. 127, Article ID 107554, 15 p. (2023; Zbl 07759137) Full Text: DOI
Kim, Hyun-Gyoon; Cho, So-Yoon; Kim, Jeong-Hoon A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model. (English) Zbl 07745059 Comput. Appl. Math. 42, No. 6, Paper No. 296, 22 p. (2023). MSC: 60G18 91G20 PDFBibTeX XMLCite \textit{H.-G. Kim} et al., Comput. Appl. Math. 42, No. 6, Paper No. 296, 22 p. (2023; Zbl 07745059) Full Text: DOI
Ślęzak, Jakub; Metzler, Ralf Minimal model of diffusion with time changing Hurst exponent. (English) Zbl 07733835 J. Phys. A, Math. Theor. 56, No. 35, Article ID 35LT01, 13 p. (2023). MSC: 82C31 82C05 60G22 PDFBibTeX XMLCite \textit{J. Ślęzak} and \textit{R. Metzler}, J. Phys. A, Math. Theor. 56, No. 35, Article ID 35LT01, 13 p. (2023; Zbl 07733835) Full Text: DOI arXiv
Wang, Bichen; Hou, Yulei Comment on “A computational technique to classify several fractional Brownian motion processes”. (English) Zbl 1504.60060 Chaos Solitons Fractals 161, Article ID 112377, 3 p. (2022). MSC: 60G22 60J65 60G18 26A33 PDFBibTeX XMLCite \textit{B. Wang} and \textit{Y. Hou}, Chaos Solitons Fractals 161, Article ID 112377, 3 p. (2022; Zbl 1504.60060) Full Text: DOI
Wang, Ran; Xiao, Yimin Exact uniform modulus of continuity and Chung’s LIL for the generalized fractional Brownian motion. (English) Zbl 1515.60101 J. Theor. Probab. 35, No. 4, 2442-2479 (2022). MSC: 60G22 60G15 60G17 60G18 PDFBibTeX XMLCite \textit{R. Wang} and \textit{Y. Xiao}, J. Theor. Probab. 35, No. 4, 2442--2479 (2022; Zbl 1515.60101) Full Text: DOI arXiv
Li, Xue-Mei; Sieber, Julian Slow-fast systems with fractional environment and dynamics. (English) Zbl 1507.37007 Ann. Appl. Probab. 32, No. 5, 3964-4003 (2022). MSC: 37A50 37A25 37A30 60G22 60G15 60H10 PDFBibTeX XMLCite \textit{X.-M. Li} and \textit{J. Sieber}, Ann. Appl. Probab. 32, No. 5, 3964--4003 (2022; Zbl 1507.37007) Full Text: DOI arXiv
Ichiba, Tomoyuki; Pang, Guodong; Taqqu, Murad S. Path properties of a generalized fractional Brownian motion. (English) Zbl 1495.60023 J. Theor. Probab. 35, No. 1, 550-574 (2022). MSC: 60G22 60G18 60G17 60G05 60G15 PDFBibTeX XMLCite \textit{T. Ichiba} et al., J. Theor. Probab. 35, No. 1, 550--574 (2022; Zbl 1495.60023) Full Text: DOI arXiv
Galé, José E.; Miana, Pedro J.; Sánchez-Lajusticia, Luis RKH spaces of Brownian type defined by Cesàro-Hardy operators. (English) Zbl 1483.46023 Anal. Math. Phys. 11, No. 3, Paper No. 119, 34 p. (2021). MSC: 46E22 47G10 30H10 44A10 60J65 PDFBibTeX XMLCite \textit{J. E. Galé} et al., Anal. Math. Phys. 11, No. 3, Paper No. 119, 34 p. (2021; Zbl 1483.46023) Full Text: DOI
Bock, Wolfgang; Desmettre, Sascha; da Silva, José Luís Integral representation of generalized grey Brownian motion. (English) Zbl 1490.60086 Stochastics 92, No. 4, 552-565 (2020). MSC: 60G20 60G22 60H05 PDFBibTeX XMLCite \textit{W. Bock} et al., Stochastics 92, No. 4, 552--565 (2020; Zbl 1490.60086) Full Text: DOI arXiv
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Delporte, J. Fonctions aléatoires presque surement continues sur un intervalle ferme. (French) Zbl 0138.10701 Ann. Inst. Henri Poincaré, Nouv. Sér., Sect. B 1, 111-215 (1964). PDFBibTeX XMLCite \textit{J. Delporte}, Ann. Inst. Henri Poincaré, Nouv. Sér., Sect. B 1, 111--215 (1964; Zbl 0138.10701) Full Text: Numdam EuDML