Nakajima, Shohei; Shimizu, Yasutaka Parameter estimation of stochastic differential equation driven by small fractional noise. (English) Zbl 07570835 Statistics 56, No. 4, 919-934 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{S. Nakajima} and \textit{Y. Shimizu}, Statistics 56, No. 4, 919--934 (2022; Zbl 07570835) Full Text: DOI OpenURL
Arkashov, N. S. On the model of random walk with multiple memory structure. (English) Zbl 07569864 Physica A 603, Article ID 127795, 11 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{N. S. Arkashov}, Physica A 603, Article ID 127795, 11 p. (2022; Zbl 07569864) Full Text: DOI OpenURL
Dhayal, Rajesh; Malik, Muslim; Abbas, Syed Existence, stability and controllability results of stochastic differential equations with non-instantaneous impulses. (English) Zbl 07569662 Int. J. Control 95, No. 7, 1719-1730 (2022). MSC: 93B05 60H10 34G20 34A37 60G22 PDF BibTeX XML Cite \textit{R. Dhayal} et al., Int. J. Control 95, No. 7, 1719--1730 (2022; Zbl 07569662) Full Text: DOI OpenURL
Wang, Yejuan; Zhang, Lijuan; Yuan, Yuan Tempered fractional order compartment models and applications in biology. (English) Zbl 07569528 Discrete Contin. Dyn. Syst., Ser. B 27, No. 9, 5297-5316 (2022). MSC: 34A08 60G22 60K40 92D30 PDF BibTeX XML Cite \textit{Y. Wang} et al., Discrete Contin. Dyn. Syst., Ser. B 27, No. 9, 5297--5316 (2022; Zbl 07569528) Full Text: DOI OpenURL
Kim, Kyong-Hui; Kim, Su-Hyang; Jo, Ho-Bom Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model. (English) Zbl 07567552 J. Comput. Appl. Math. 416, Article ID 114496, 19 p. (2022). MSC: 91Gxx 60Gxx 91Bxx PDF BibTeX XML Cite \textit{K.-H. Kim} et al., J. Comput. Appl. Math. 416, Article ID 114496, 19 p. (2022; Zbl 07567552) Full Text: DOI OpenURL
Garcin, Matthieu A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework. (English) Zbl 07567363 Commun. Nonlinear Sci. Numer. Simul. 114, Article ID 106610, 15 p. (2022). MSC: 62M05 91G20 62M10 60G22 62F10 PDF BibTeX XML Cite \textit{M. Garcin}, Commun. Nonlinear Sci. Numer. Simul. 114, Article ID 106610, 15 p. (2022; Zbl 07567363) Full Text: DOI OpenURL
Ascione, Giacomo; Mishura, Yuliya; Pirozzi, Enrica The Fokker-Planck equation for the time-changed fractional Ornstein-Uhlenbeck stochastic process. (English) Zbl 07566837 Proc. R. Soc. Edinb., Sect. A, Math. 152, No. 4, 1032-1057 (2022). MSC: 60G22 35R11 35B50 PDF BibTeX XML Cite \textit{G. Ascione} et al., Proc. R. Soc. Edinb., Sect. A, Math. 152, No. 4, 1032--1057 (2022; Zbl 07566837) Full Text: DOI OpenURL
Coutin, Laure; Duboscq, Romain; Réveillac, Anthony The Itô-Tanaka trick: a non-semimartingale approach. (English) Zbl 07565951 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 881-924 (2022). MSC: 60H07 60H10 60G22 35A02 PDF BibTeX XML Cite \textit{L. Coutin} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 881--924 (2022; Zbl 07565951) Full Text: Link OpenURL
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
Kasinathan, Ramkumar; Kasinathan, Ravikumar; Elsayed, Elsayed M. Well-posedness and stability of time-dependent impulsive neutral stochastic partial integrodifferential equations with fractional Brownian motion and Poisson jumps. (English) Zbl 07563611 J. Math. Ext. 16, No. 7, Paper No. 8, 25 p. (2022). MSC: 60H15 60H20 93B05 PDF BibTeX XML Cite \textit{R. Kasinathan} et al., J. Math. Ext. 16, No. 7, Paper No. 8, 25 p. (2022; Zbl 07563611) Full Text: DOI OpenURL
Rao, B. L. S. Prakasa Parametric estimation for SPDEs driven by an infinite dimensional mixed fractional Brownian motion. (English) Zbl 07563173 Bull. Inf. Cybern. 54, No. 2, 1-14 (2022). MSC: 62-XX 68-XX PDF BibTeX XML Cite \textit{B. L. S. P. Rao}, Bull. Inf. Cybern. 54, No. 2, 1--14 (2022; Zbl 07563173) Full Text: DOI OpenURL
Garcin, Matthieu Forecasting with fractional Brownian motion: a financial perspective. (English) Zbl 07562224 Quant. Finance 22, No. 8, 1495-1512 (2022). MSC: 91-XX PDF BibTeX XML Cite \textit{M. Garcin}, Quant. Finance 22, No. 8, 1495--1512 (2022; Zbl 07562224) Full Text: DOI OpenURL
Li, Zhi; Peng, Yarong; Jing, Yuanyuan Stochastic averaging principle for mixed stochastic differential equations. (English) Zbl 07559809 J. Partial Differ. Equations 35, No. 3, 223-239 (2022). MSC: 26A42 26A33 60H05 PDF BibTeX XML Cite \textit{Z. Li} et al., J. Partial Differ. Equations 35, No. 3, 223--239 (2022; Zbl 07559809) Full Text: DOI OpenURL
Wang, Hanxiao; Yong, Jiongmin; Zhang, Jianfeng Path dependent Feynman-Kac formula for forward backward stochastic Volterra integral equations. (English. French summary) Zbl 07557516 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 2, 603-638 (2022). MSC: 35D40 35K10 35R60 45D05 60G22 60H20 PDF BibTeX XML Cite \textit{H. Wang} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 2, 603--638 (2022; Zbl 07557516) Full Text: DOI OpenURL
Shen, Guangjun; Wu, Jiang-Lun; Xiao, Ruidong; Zhan, Weijun Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise. (English) Zbl 07556862 Acta Appl. Math. 180, Paper No. 2, 21 p. (2022). MSC: 60H20 60G22 34K50 PDF BibTeX XML Cite \textit{G. Shen} et al., Acta Appl. Math. 180, Paper No. 2, 21 p. (2022; Zbl 07556862) Full Text: DOI OpenURL
Fatna, Hamada; Abdeldjebbar, Kandouci Property of instant independence and stochastic integration. (English) Zbl 07556140 Bull. Inst. Math., Acad. Sin. (N.S.) 17, No. 2, 219-234 (2022). MSC: 60G15 PDF BibTeX XML Cite \textit{H. Fatna} and \textit{K. Abdeldjebbar}, Bull. Inst. Math., Acad. Sin. (N.S.) 17, No. 2, 219--234 (2022; Zbl 07556140) Full Text: DOI OpenURL
Khieu, Tran Thi; Vo, Hoang-Hung Stability results for backward nonlinear diffusion equations with temporal coupling operator of local and nonlocal type. (English) Zbl 07556066 SIAM J. Numer. Anal. 60, No. 4, 1665-1700 (2022). MSC: 65M30 65M32 65T50 65M06 65N06 60J65 47J06 35R25 35R30 26A33 35R11 92D25 PDF BibTeX XML Cite \textit{T. T. Khieu} and \textit{H.-H. Vo}, SIAM J. Numer. Anal. 60, No. 4, 1665--1700 (2022; Zbl 07556066) Full Text: DOI OpenURL
Yang, Zhaoqiang; Tian, Yougong Bankruptcy probability of a lever company: lookback option pricing method. (Chinese. English summary) Zbl 07554550 Chin. J. Appl. Probab. Stat. 38, No. 1, 1-23 (2022). MSC: 91G20 60G22 PDF BibTeX XML Cite \textit{Z. Yang} and \textit{Y. Tian}, Chin. J. Appl. Probab. Stat. 38, No. 1, 1--23 (2022; Zbl 07554550) Full Text: Link 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
Mishura, Yu. S.; Hopkalo, O. M.; Zhelezniak, H. S. Elements of fractional calculus. Fractional integrals. (English) Zbl 07549639 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 1, 11-19 (2022). MSC: 26A33 60G22 PDF BibTeX XML Cite \textit{Yu. S. Mishura} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 1, 11--19 (2022; Zbl 07549639) Full Text: DOI OpenURL
Boniece, B. Cooper; Didier, Gustavo On operator fractional Lévy motion: integral representations and time-reversibility. (English) Zbl 07549540 Adv. Appl. Probab. 54, No. 2, 493-535 (2022). MSC: 60G22 60G51 60H05 PDF BibTeX XML Cite \textit{B. C. Boniece} and \textit{G. Didier}, Adv. Appl. Probab. 54, No. 2, 493--535 (2022; Zbl 07549540) Full Text: DOI OpenURL
Leonenko, Nikolai; Pirozzi, Enrica First passage times for some classes of fractional time-changed diffusions. (English) Zbl 07548160 Stochastic Anal. Appl. 40, No. 4, 735-763 (2022). MSC: 60J60 60G15 60G22 PDF BibTeX XML Cite \textit{N. Leonenko} and \textit{E. Pirozzi}, Stochastic Anal. Appl. 40, No. 4, 735--763 (2022; Zbl 07548160) Full Text: DOI OpenURL
Pan, Yajuan; Jiang, Hui Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications. (English) Zbl 07548158 Stochastic Anal. Appl. 40, No. 4, 691-713 (2022). Reviewer: Fraser Daly (Edinburgh) MSC: 60F10 60G22 60H05 60J60 62F12 62N02 PDF BibTeX XML Cite \textit{Y. Pan} and \textit{H. Jiang}, Stochastic Anal. Appl. 40, No. 4, 691--713 (2022; Zbl 07548158) Full Text: DOI OpenURL
Shevchenko, Radomyra; Woerner, Jeannette H. C. Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case. (English) Zbl 07548154 Stochastic Anal. Appl. 40, No. 4, 589-609 (2022). MSC: 62M09 60G22 60H10 PDF BibTeX XML Cite \textit{R. Shevchenko} and \textit{J. H. C. Woerner}, Stochastic Anal. Appl. 40, No. 4, 589--609 (2022; Zbl 07548154) Full Text: DOI OpenURL
Hinz, Michael; Tölle, Jonas M.; Viitasaari, Lauri Sobolev regularity of occupation measures and paths, variability and compositions. (English) Zbl 07548087 Electron. J. Probab. 27, Paper No. 73, 29 p. (2022). MSC: 26B30 46E35 60G17 60G22 60G51 26A33 31B15 42B20 42B35 PDF BibTeX XML Cite \textit{M. Hinz} et al., Electron. J. Probab. 27, Paper No. 73, 29 p. (2022; Zbl 07548087) Full Text: DOI OpenURL
Bladt, Martin; McNeil, Alexander J. Time series with infinite-order partial copula dependence. (English) Zbl 07547642 Depend. Model. 10, 87-107 (2022). MSC: 62M10 62M05 62H05 60G10 60G15 60G22 PDF BibTeX XML Cite \textit{M. Bladt} and \textit{A. J. McNeil}, Depend. Model. 10, 87--107 (2022; Zbl 07547642) Full Text: DOI OpenURL
Wang, Ran; Xiao, Yimin Lower functions and Chung’s LILs of the generalized fractional Brownian motion. (English) Zbl 07545058 J. Math. Anal. Appl. 514, No. 2, Article ID 126320, 31 p. (2022). MSC: 60G22 60G15 60F15 PDF BibTeX XML Cite \textit{R. Wang} and \textit{Y. Xiao}, J. Math. Anal. Appl. 514, No. 2, Article ID 126320, 31 p. (2022; Zbl 07545058) Full Text: DOI OpenURL
Garrido-Atienza, M. J.; Schmalfuß, B.; Valero, J. Random attractors for setvalued dynamical systems for stochastic evolution equations driven by a nontrivial fractional noise. (English) Zbl 07544519 Stoch. Dyn. 22, No. 3, Article ID 2240018, 41 p. (2022). MSC: 37A50 60G22 PDF BibTeX XML Cite \textit{M. J. Garrido-Atienza} et al., Stoch. Dyn. 22, No. 3, Article ID 2240018, 41 p. (2022; Zbl 07544519) Full Text: DOI OpenURL
Hesse, Robert Local zero-stability of rough evolution equations. (English) Zbl 07544517 Stoch. Dyn. 22, No. 3, Article ID 2240015, 16 p. (2022). MSC: 60H15 37H30 60G22 60H10 PDF BibTeX XML Cite \textit{R. Hesse}, Stoch. Dyn. 22, No. 3, Article ID 2240015, 16 p. (2022; Zbl 07544517) 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
Duc, Luu Hoang Exponential stability of stochastic systems: a pathwise approach. (English) Zbl 07544515 Stoch. Dyn. 22, No. 3, Article ID 2240012, 21 p. (2022). MSC: 37H30 60G22 60G40 60H10 PDF BibTeX XML Cite \textit{L. H. Duc}, Stoch. Dyn. 22, No. 3, Article ID 2240012, 21 p. (2022; Zbl 07544515) 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
Ackermann, Julia; Kruse, Thomas; Overbeck, Ludger Inhomogeneous affine Volterra processes. (English) Zbl 07544381 Stochastic Processes Appl. 150, 250-279 (2022). MSC: 60H20 60G22 PDF BibTeX XML Cite \textit{J. Ackermann} et al., Stochastic Processes Appl. 150, 250--279 (2022; Zbl 07544381) Full Text: DOI OpenURL
Deya, Aurélien On ill-posedness of nonlinear stochastic wave equations driven by rough noise. (English) Zbl 07544380 Stochastic Processes Appl. 150, 215-249 (2022). MSC: 60H15 60G22 35L05 35R25 35R60 PDF BibTeX XML Cite \textit{A. Deya}, Stochastic Processes Appl. 150, 215--249 (2022; Zbl 07544380) Full Text: DOI OpenURL
Garcin, Matthieu; Grasselli, Martino Long versus short time scales: the rough dilemma and beyond. (English) Zbl 07544264 Decis. Econ. Finance 45, No. 1, 257-278 (2022). MSC: 91G15 60G22 PDF BibTeX XML Cite \textit{M. Garcin} and \textit{M. Grasselli}, Decis. Econ. Finance 45, No. 1, 257--278 (2022; Zbl 07544264) Full Text: DOI OpenURL
Duncan, Tyrone E.; Pasik-Duncan, Bozenna Stochastic control systems with long-range dependent noise. (English) Zbl 07543836 Domański, Paweł D. (ed.) et al., Outliers in control engineering. Fractional calculus perspective. Based on the 20th world congress of the International Federation of Automatic Control (IFAC), Toulouse, France, July 9–14, 2017. Berlin: De Gruyter. Fract. Calc. Appl. Sci. Eng. 10, 47-59 (2022). MSC: 93E03 60G22 93C05 PDF BibTeX XML Cite \textit{T. E. Duncan} and \textit{B. Pasik-Duncan}, Fract. Calc. Appl. Sci. Eng. 10, 47--59 (2022; Zbl 07543836) Full Text: DOI OpenURL
Fu, Qiaobin; Fu, Yongqiang Finite-approximate controllability of nonlocal stochastic control systems driven by hybrid noises. (English) Zbl 07540737 Adv. Differ. Equ. Control Process. 27, 1-27 (2022). MSC: 93B05 34A08 93C25 93E03 PDF BibTeX XML Cite \textit{Q. Fu} and \textit{Y. Fu}, Adv. Differ. Equ. Control Process. 27, 1--27 (2022; Zbl 07540737) Full Text: DOI OpenURL
Macci, Claudio; Pacchiarotti, Barbara; Villa, Elena Asymptotic results for families of random variables having power series distributions. (English) Zbl 07540455 Mod. Stoch., Theory Appl. 9, No. 2, 207-228 (2022). MSC: 60F10 60E05 60G22 PDF BibTeX XML Cite \textit{C. Macci} et al., Mod. Stoch., Theory Appl. 9, No. 2, 207--228 (2022; Zbl 07540455) Full Text: DOI OpenURL
D’Ovidio, Mirko; Orsingher, Enzo; Sakhno, Lyudmyla Models of space-time random fields on the sphere. (English) Zbl 07540453 Mod. Stoch., Theory Appl. 9, No. 2, 139-156 (2022). MSC: 60G60 60G22 60H15 PDF BibTeX XML Cite \textit{M. D'Ovidio} et al., Mod. Stoch., Theory Appl. 9, No. 2, 139--156 (2022; Zbl 07540453) Full Text: DOI OpenURL
Liu, Shuhui; Hu, Yaozhong; Wang, Xiong Nonlinear stochastic wave equation driven by rough noise. (English) Zbl 07540186 J. Differ. Equations 331, 99-161 (2022). MSC: 60H15 60H07 60G15 60G22 PDF BibTeX XML Cite \textit{S. Liu} et al., J. Differ. Equations 331, 99--161 (2022; Zbl 07540186) Full Text: DOI OpenURL
Crisan, Dan; Holm, Darryl D.; Leahy, James-Michael; Nilssen, Torstein Variational principles for fluid dynamics on rough paths. (English) Zbl 07537688 Adv. Math. 404, Part A, Article ID 108409, 75 p. (2022). MSC: 35Q35 37K58 60H15 60L20 60L50 60G22 PDF BibTeX XML Cite \textit{D. Crisan} et al., Adv. Math. 404, Part A, Article ID 108409, 75 p. (2022; Zbl 07537688) Full Text: DOI OpenURL
Eftekhari, Tahereh; Rashidinia, Jalil A novel and efficient operational matrix for solving nonlinear stochastic differential equations driven by multi-fractional Gaussian noise. (English) Zbl 07537587 Appl. Math. Comput. 429, Article ID 127218, 14 p. (2022). MSC: 60H10 60G22 65G99 PDF BibTeX XML Cite \textit{T. Eftekhari} and \textit{J. Rashidinia}, Appl. Math. Comput. 429, Article ID 127218, 14 p. (2022; Zbl 07537587) Full Text: DOI OpenURL
Caraballo, Tomás; Ngoc, Tran Bao; Thach, Tran Ngoc; Tuan, Nguyen Huy On a stochastic nonclassical diffusion equation with standard and fractional Brownian motion. (English) Zbl 07537117 Stoch. Dyn. 22, No. 2, Article ID 2140011, 45 p. (2022). MSC: 35R60 35B65 35K20 35R11 26A33 PDF BibTeX XML Cite \textit{T. Caraballo} et al., Stoch. Dyn. 22, No. 2, Article ID 2140011, 45 p. (2022; Zbl 07537117) Full Text: DOI OpenURL
Nakajima, Shohei; Shimizu, Yasutaka Asymptotic normality of least squares type estimators to stochastic differential equations driven by fractional Brownian motions. (English) Zbl 1487.62101 Stat. Probab. Lett. 187, Article ID 109476, 7 p. (2022). MSC: 62M05 60H10 60G22 62F12 PDF BibTeX XML Cite \textit{S. Nakajima} and \textit{Y. Shimizu}, Stat. Probab. Lett. 187, Article ID 109476, 7 p. (2022; Zbl 1487.62101) Full Text: DOI OpenURL
Lu, Dawei; Zhou, Yinbing The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains. (English) Zbl 1487.60085 Stat. Probab. Lett. 186, Article ID 109467, 11 p. (2022). MSC: 60G22 60J65 60G15 60F10 PDF BibTeX XML Cite \textit{D. Lu} and \textit{Y. Zhou}, Stat. Probab. Lett. 186, Article ID 109467, 11 p. (2022; Zbl 1487.60085) Full Text: DOI OpenURL
Gupta, Neha; Kumar, Arun Inverse tempered stable subordinators and related processes with Mellin transform. (English) Zbl 1487.60083 Stat. Probab. Lett. 186, Article ID 109465, 10 p. (2022). MSC: 60G22 60E07 60G52 60G50 44A20 44A30 PDF BibTeX XML Cite \textit{N. Gupta} and \textit{A. Kumar}, Stat. Probab. Lett. 186, Article ID 109465, 10 p. (2022; Zbl 1487.60083) Full Text: DOI OpenURL
Afterman, Danielle; Chigansky, Pavel; Kleptsyna, Marina; Marushkevych, Dmytro Linear filtering with fractional noises: large time and small noise asymptotics. (English) Zbl 07535624 SIAM J. Control Optim. 60, No. 3, 1463-1487 (2022). MSC: 93E11 60G22 60H10 PDF BibTeX XML Cite \textit{D. Afterman} et al., SIAM J. Control Optim. 60, No. 3, 1463--1487 (2022; Zbl 07535624) Full Text: DOI OpenURL
Ayache, A.; Bouly, F. On local path behavior of surgailis multifractional processes. (English) Zbl 07534477 Theory Probab. Math. Stat. 106, 3-26 (2022). MSC: 60G22 60G17 60H05 PDF BibTeX XML Cite \textit{A. Ayache} and \textit{F. Bouly}, Theory Probab. Math. Stat. 106, 3--26 (2022; Zbl 07534477) Full Text: DOI OpenURL
Shen, Guangjun; Tang, Zheng; Yin, Xiuwei Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion. (English) Zbl 07533899 Stochastics 94, No. 4, 537-558 (2022). MSC: 60G22 62F12 62M05 60F05 PDF BibTeX XML Cite \textit{G. Shen} et al., Stochastics 94, No. 4, 537--558 (2022; Zbl 07533899) 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
Mahmoudi, Fatemeh; Tahmasebi, Mahdieh The convergence of exponential Euler method for weighted fractional stochastic equations. (English) Zbl 07527962 Comput. Methods Differ. Equ. 10, No. 2, 538-548 (2022). MSC: 65C30 60H07 PDF BibTeX XML Cite \textit{F. Mahmoudi} and \textit{M. Tahmasebi}, Comput. Methods Differ. Equ. 10, No. 2, 538--548 (2022; Zbl 07527962) Full Text: DOI OpenURL
Aryani, Elnaz; Babaei, Afshin; Valinejad, Ali A numerical technique for solving nonlinear fractional stochastic integro-differential equations with \(n\)-dimensional Wiener process. (English) Zbl 07527928 Comput. Methods Differ. Equ. 10, No. 1, 61-76 (2022). MSC: 45J05 60H20 26A33 65C30 PDF BibTeX XML Cite \textit{E. Aryani} et al., Comput. Methods Differ. Equ. 10, No. 1, 61--76 (2022; Zbl 07527928) Full Text: DOI OpenURL
Jacquier, Antoine; Pannier, Alexandre Large and moderate deviations for stochastic Volterra systems. (English) Zbl 07527294 Stochastic Processes Appl. 149, 142-187 (2022). MSC: 60F10 60G22 91G20 PDF BibTeX XML Cite \textit{A. Jacquier} and \textit{A. Pannier}, Stochastic Processes Appl. 149, 142--187 (2022; Zbl 07527294) Full Text: DOI OpenURL
Kukush, Alexander; Lohvinenko, Stanislav; Mishura, Yuliya; Ralchenko, Kostiantyn Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend. (English) Zbl 07527235 Stat. Inference Stoch. Process. 25, No. 1, 159-187 (2022). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60G22 PDF BibTeX XML Cite \textit{A. Kukush} et al., Stat. Inference Stoch. Process. 25, No. 1, 159--187 (2022; Zbl 07527235) Full Text: DOI OpenURL
Kříž, Pavel; Šnupárková, Jana Pathwise least-squares estimator for linear SPDEs with additive fractional noise. (English) Zbl 07524958 Electron. J. Stat. 16, No. 1, 1561-1594 (2022). MSC: 62M09 60H15 60G22 PDF BibTeX XML Cite \textit{P. Kříž} and \textit{J. Šnupárková}, Electron. J. Stat. 16, No. 1, 1561--1594 (2022; Zbl 07524958) Full Text: DOI Link OpenURL
Alnafisah, Yousef; Ahmed, Hamdy M. Neutral delay Hilfer fractional integrodifferential equations with fractional Brownian motion. (English) Zbl 07524394 Evol. Equ. Control Theory 11, No. 3, 925-937 (2022). MSC: 93B05 34K37 45J05 60G22 PDF BibTeX XML Cite \textit{Y. Alnafisah} and \textit{H. M. Ahmed}, Evol. Equ. Control Theory 11, No. 3, 925--937 (2022; Zbl 07524394) Full Text: DOI OpenURL
Araya, Héctor; Slaoui, Meryem; Torres, Soledad Bayesian inference for fractional oscillating Brownian motion. (English) Zbl 07524027 Comput. Stat. 37, No. 2, 887-907 (2022). MSC: 65C60 PDF BibTeX XML Cite \textit{H. Araya} et al., Comput. Stat. 37, No. 2, 887--907 (2022; Zbl 07524027) Full Text: DOI OpenURL
Aurzada, F.; Kilian, M. 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: 60G22 60G15 PDF BibTeX XML Cite \textit{F. Aurzada} and \textit{M. Kilian}, Theory Probab. Appl. 67, No. 1, 77--88 (2022; Zbl 07523560) Full Text: DOI OpenURL
Ogawa, Shigeyoshi Mean value theorems for the noncausal stochastic integral. (English) Zbl 07523448 Japan J. Ind. Appl. Math. 39, No. 2, 801-814 (2022). MSC: 60H05 60H99 60J65 26A33 PDF BibTeX XML Cite \textit{S. Ogawa}, Japan J. Ind. Appl. Math. 39, No. 2, 801--814 (2022; Zbl 07523448) Full Text: DOI OpenURL
Thach, Tran Ngoc; Tuan, Nguyen Huy Stochastic pseudo-parabolic equations with fractional derivative and fractional Brownian motion. (English) Zbl 07523358 Stochastic Anal. Appl. 40, No. 2, 328-351 (2022). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G15 60G22 60G52 60G57 PDF BibTeX XML Cite \textit{T. N. Thach} and \textit{N. H. Tuan}, Stochastic Anal. Appl. 40, No. 2, 328--351 (2022; Zbl 07523358) Full Text: DOI OpenURL
Kataria, Kuldeep Kumar; Khandakar, Mostafizar Time-changed space-time fractional Poisson process. (English) Zbl 07523355 Stochastic Anal. Appl. 40, No. 2, 246-267 (2022). MSC: 60G22 60G55 PDF BibTeX XML Cite \textit{K. K. Kataria} and \textit{M. Khandakar}, Stochastic Anal. Appl. 40, No. 2, 246--267 (2022; Zbl 07523355) Full Text: DOI OpenURL
Prakasa Rao, B. L. S. Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations. (English) Zbl 07523354 Stochastic Anal. Appl. 40, No. 2, 236-245 (2022). MSC: 62M09 60G15 PDF BibTeX XML Cite \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 40, No. 2, 236--245 (2022; Zbl 07523354) Full Text: DOI OpenURL
Ma, Jingtang; Wu, Haofei A fast algorithm for simulation of rough volatility models. (English) Zbl 07518198 Quant. Finance 22, No. 3, 447-462 (2022). MSC: 91G20 60G22 PDF BibTeX XML Cite \textit{J. Ma} and \textit{H. Wu}, Quant. Finance 22, No. 3, 447--462 (2022; Zbl 07518198) Full Text: DOI OpenURL
Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica Non-local solvable birth-death processes. (English) Zbl 07517676 J. Theor. Probab. 35, No. 2, 1284-1323 (2022). MSC: 60K15 33C45 60G22 PDF BibTeX XML Cite \textit{G. Ascione} et al., J. Theor. Probab. 35, No. 2, 1284--1323 (2022; Zbl 07517676) Full Text: DOI OpenURL
Bai, Shuyang Limit theorems for conservative flows on multiple stochastic integrals. (English) Zbl 1487.60068 J. Theor. Probab. 35, No. 2, 917-948 (2022). MSC: 60F17 60H05 37A50 60J65 60G22 PDF BibTeX XML Cite \textit{S. Bai}, J. Theor. Probab. 35, No. 2, 917--948 (2022; Zbl 1487.60068) Full Text: DOI OpenURL
Mishura, Yuliya; Yoshidae, Nakahiro Divergence of an integral of a process with small ball estimate. (English) Zbl 07515383 Stochastic Processes Appl. 148, 1-24 (2022). Reviewer: Rasul A. Khan (Solon) MSC: 60F15 60G17 60G15 60G22 PDF BibTeX XML Cite \textit{Y. Mishura} and \textit{N. Yoshidae}, Stochastic Processes Appl. 148, 1--24 (2022; Zbl 07515383) 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
Farhadi, Afshin; Hanert, Emmanuel A fractional diffusion model of CD\(8^+\) T cells response to parasitic infection in the brain. (English) Zbl 07512752 Math. Model. Nat. Phenom. 17, Paper No. 3, 21 p. (2022). MSC: 35Q92 92D30 92C37 82C41 60K50 60J65 35K57 65M60 92-08 26A33 35R11 PDF BibTeX XML Cite \textit{A. Farhadi} and \textit{E. Hanert}, Math. Model. Nat. Phenom. 17, Paper No. 3, 21 p. (2022; Zbl 07512752) Full Text: DOI OpenURL
Beghin, Luisa; Macci, Claudio Non-central moderate deviations for compound fractional Poisson processes. (English) Zbl 07512055 Stat. Probab. Lett. 185, Article ID 109424, 8 p. (2022). Reviewer: Renming Song (Urbana) MSC: 60F10 60F05 60G22 33E12 PDF BibTeX XML Cite \textit{L. Beghin} and \textit{C. Macci}, Stat. Probab. Lett. 185, Article ID 109424, 8 p. (2022; Zbl 07512055) Full Text: DOI OpenURL
Kim, Yoon Tae; Park, Hyun Suk Fourth moment bound and stationary Gaussian processes with positive correlation. (English) Zbl 1485.60026 J. Korean Stat. Soc. 51, No. 1, 172-197 (2022). MSC: 60F05 60G15 60H07 PDF BibTeX XML Cite \textit{Y. T. Kim} and \textit{H. S. Park}, J. Korean Stat. Soc. 51, No. 1, 172--197 (2022; Zbl 1485.60026) Full Text: DOI OpenURL
Aidara, Sadibou; Sane, Ibrahima Deplay BSDEs driven by fractional Brownian motion. (English) Zbl 07502694 Random Oper. Stoch. Equ. 30, No. 1, 21-31 (2022). MSC: 60H10 60H05 60G22 60H05 PDF BibTeX XML Cite \textit{S. Aidara} and \textit{I. Sane}, Random Oper. Stoch. Equ. 30, No. 1, 21--31 (2022; Zbl 07502694) Full Text: DOI OpenURL
Ji, Lanpeng; Peng, Xiaofan Extrema of multi-dimensional Gaussian processes over random intervals. (English) Zbl 07501651 J. Appl. Probab. 59, No. 1, 81-104 (2022). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{L. Ji} and \textit{X. Peng}, J. Appl. Probab. 59, No. 1, 81--104 (2022; Zbl 07501651) Full Text: DOI OpenURL
Shen, Guangjun; Xiang, Jie; Wu, Jiang-Lun Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion. (English) Zbl 07500535 J. Differ. Equations 321, 381-414 (2022). MSC: 60G22 60H10 34C29 35Q83 PDF BibTeX XML Cite \textit{G. Shen} et al., J. Differ. Equations 321, 381--414 (2022; Zbl 07500535) Full Text: DOI OpenURL
Shen, Jinqi; Stoev, Stilian; Hsing, Tailen Tangent fields, intrinsic stationarity, and self similarity. (English) Zbl 07500297 Electron. J. Probab. 27, Paper No. 34, 56 p. (2022). MSC: 60G10 60G12 60G18 60G22 62R10 62H11 PDF BibTeX XML Cite \textit{J. Shen} et al., Electron. J. Probab. 27, Paper No. 34, 56 p. (2022; Zbl 07500297) Full Text: DOI OpenURL
Hong, Jialin; Liu, Zhihui; Sheng, Derui Optimal Hölder continuity and hitting probabilities for SPDEs with rough fractional noises. (English) Zbl 07496960 J. Math. Anal. Appl. 512, No. 1, Article ID 126125, 21 p. (2022). MSC: 60H15 60G17 60G22 60H07 PDF BibTeX XML Cite \textit{J. Hong} et al., J. Math. Anal. Appl. 512, No. 1, Article ID 126125, 21 p. (2022; Zbl 07496960) Full Text: DOI OpenURL
Thach, Tran Ngoc; Kumar, Devendra; Nguyen, Hoang Luc; Nguyen Huy Tuan Existence and regularity results for stochastic fractional pseudo-parabolic equations driven by white noise. (English) Zbl 07495845 Discrete Contin. Dyn. Syst., Ser. S 15, No. 2, 481-499 (2022). MSC: 60G15 60G22 60G52 60G57 PDF BibTeX XML Cite \textit{T. N. Thach} et al., Discrete Contin. Dyn. Syst., Ser. S 15, No. 2, 481--499 (2022; Zbl 07495845) Full Text: DOI OpenURL
Ngoc, Tran Bao; Thach, Tran Ngoc; O’Regan, Donal; Nguyen Huy Tuan On inverse initial value problems for the stochastic strongly damped wave equation. (English) Zbl 07495655 Appl. Anal. 101, No. 2, 527-544 (2022). MSC: 60G15 60H40 60H05 60G22 PDF BibTeX XML Cite \textit{T. B. Ngoc} et al., Appl. Anal. 101, No. 2, 527--544 (2022; Zbl 07495655) Full Text: DOI OpenURL
Vas’kovskii, M. M. Analog of the Kolmogorov equations for one-dimensional stochastic differential equations controlled by fractional Brownian motion with Hurst exponent \(H\in (0,1)\). (English. Russian original) Zbl 07495295 Differ. Equ. 58, No. 1, 9-14 (2022); translation from Differ. Uravn. 58, No. 1, 11-16 (2022). MSC: 60H10 60H05 60G22 PDF BibTeX XML Cite \textit{M. M. Vas'kovskii}, Differ. Equ. 58, No. 1, 9--14 (2022; Zbl 07495295); translation from Differ. Uravn. 58, No. 1, 11--16 (2022) Full Text: DOI OpenURL
Tien Dung, Nguyen; Thu Hang, Nguyen; Phuong Thuy, Pham Thi Density estimates for the exponential functionals of fractional Brownian motion. (English) Zbl 07492999 C. R., Math., Acad. Sci. Paris 360, 151-159 (2022). MSC: 60G22 60H07 PDF BibTeX XML Cite \textit{N. Tien Dung} et al., C. R., Math., Acad. Sci. Paris 360, 151--159 (2022; Zbl 07492999) Full Text: DOI arXiv OpenURL
Cao, Qiyong; Gao, Hongjun High order Anderson parabolic model driven by rough noise in space. (English) Zbl 1484.60020 Stoch. Dyn. 22, No. 1, Article ID 2150052, 24 p. (2022). MSC: 60E10 82B35 60J76 60G22 PDF BibTeX XML Cite \textit{Q. Cao} and \textit{H. Gao}, Stoch. Dyn. 22, No. 1, Article ID 2150052, 24 p. (2022; Zbl 1484.60020) Full Text: DOI OpenURL
Ichiba, Tomoyuki; Pang, Guodong; Taqqu, Murad S. Path properties of a generalized fractional Brownian motion. (English) Zbl 07491646 J. Theor. Probab. 35, No. 1, 550-574 (2022). MSC: 60G22 60G18 60G17 60G05 60G15 PDF BibTeX XML Cite \textit{T. Ichiba} et al., J. Theor. Probab. 35, No. 1, 550--574 (2022; Zbl 07491646) Full Text: DOI arXiv OpenURL
Azmoodeh, Ehsan; Mishura, Yuliya; Sabzikar, Farzad How does tempering affect the local and global properties of fractional Brownian motion? (English) Zbl 1484.60046 J. Theor. Probab. 35, No. 1, 484-527 (2022). MSC: 60G22 60G15 60F17 60H07 PDF BibTeX XML Cite \textit{E. Azmoodeh} et al., J. Theor. Probab. 35, No. 1, 484--527 (2022; Zbl 1484.60046) Full Text: DOI arXiv OpenURL
Gehringer, Johann; Li, Xue-Mei Functional limit theorems for the fractional Ornstein-Uhlenbeck process. (English) Zbl 1486.60062 J. Theor. Probab. 35, No. 1, 426-456 (2022). MSC: 60F17 60G18 60G22 60H05 60H07 60H10 PDF BibTeX XML Cite \textit{J. Gehringer} and \textit{X.-M. Li}, J. Theor. Probab. 35, No. 1, 426--456 (2022; Zbl 1486.60062) Full Text: DOI arXiv OpenURL
Chebunin, Mikhail; Zuyev, Sergei Functional central limit theorems for occupancies and missing mass process in infinite urn models. (English) Zbl 1484.60039 J. Theor. Probab. 35, No. 1, 1-19 (2022). MSC: 60F17 60G22 60G15 60G18 PDF BibTeX XML Cite \textit{M. Chebunin} and \textit{S. Zuyev}, J. Theor. Probab. 35, No. 1, 1--19 (2022; Zbl 1484.60039) Full Text: DOI arXiv OpenURL
Garrido-Atienza, M. J.; Schmalfuss, B.; Valero, J. Setvalued dynamical systems for stochastic evolution equations driven by fractional noise. (English) Zbl 07491602 J. Dyn. Differ. Equations 34, No. 1, 79-105 (2022). MSC: 37H10 37H12 37B55 60G22 26A33 PDF BibTeX XML Cite \textit{M. J. Garrido-Atienza} et al., J. Dyn. Differ. Equations 34, No. 1, 79--105 (2022; Zbl 07491602) Full Text: DOI arXiv 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
Ouyang, Cheng; Roberson-Vickery, William Quasi-sure non-self-intersection for rough differential equations driven by fractional Brownian motion. (English) Zbl 07488310 Electron. Commun. Probab. 27, Paper No. 15, 12 p. (2022). MSC: 60L20 60H10 60H07 PDF BibTeX XML Cite \textit{C. Ouyang} and \textit{W. Roberson-Vickery}, Electron. Commun. Probab. 27, Paper No. 15, 12 p. (2022; Zbl 07488310) Full Text: DOI OpenURL
Zeinali, Narges; Pourdarvish, Ahmad An entropy-based estimator of the Hurst exponent in fractional Brownian motion. (English) Zbl 07485932 Physica A 591, Article ID 126690, 10 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{N. Zeinali} and \textit{A. Pourdarvish}, Physica A 591, Article ID 126690, 10 p. (2022; Zbl 07485932) Full Text: DOI OpenURL
Falkowski, Adrian; Słomiński, Leszek SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation. (English) Zbl 07485072 Stochastic Processes Appl. 146, 164-186 (2022). MSC: 60H20 60G22 PDF BibTeX XML Cite \textit{A. Falkowski} and \textit{L. Słomiński}, Stochastic Processes Appl. 146, 164--186 (2022; Zbl 07485072) Full Text: DOI OpenURL
Ayache, Antoine; Bouly, Florent Moving average multifractional processes with random exponent: lower bounds for local oscillations. (English) Zbl 07485071 Stochastic Processes Appl. 146, 143-163 (2022). MSC: 60G17 60G22 60G18 PDF BibTeX XML Cite \textit{A. Ayache} and \textit{F. Bouly}, Stochastic Processes Appl. 146, 143--163 (2022; Zbl 07485071) Full Text: DOI OpenURL
Kumar, Vivek Stochastic fractional heat equation perturbed by general Gaussian and non-Gaussian noise. (English) Zbl 07484431 Stat. Probab. Lett. 184, Article ID 109381, 9 p. (2022). MSC: 60H15 35Q30 60G18 60G22 26A33 PDF BibTeX XML Cite \textit{V. Kumar}, Stat. Probab. Lett. 184, Article ID 109381, 9 p. (2022; Zbl 07484431) Full Text: DOI OpenURL
Kataria, K. K.; Khandakar, M. Extended eigenvalue-eigenvector method. (English) Zbl 07484419 Stat. Probab. Lett. 183, Article ID 109361, 9 p. (2022). MSC: 60G22 60G55 PDF BibTeX XML Cite \textit{K. K. Kataria} and \textit{M. Khandakar}, Stat. Probab. Lett. 183, Article ID 109361, 9 p. (2022; Zbl 07484419) Full Text: DOI OpenURL
He, Yue; Kawai, Reiichiro Super- and subdiffusive positions in fractional Klein-Kramers equations. (English) Zbl 07483671 Physica A 588, Article ID 126570, 14 p. (2022). MSC: 37A50 60K50 60G51 60J60 60J65 60H05 PDF BibTeX XML Cite \textit{Y. He} and \textit{R. Kawai}, Physica A 588, Article ID 126570, 14 p. (2022; Zbl 07483671) Full Text: DOI OpenURL
Dlask, Martin; Kukal, Jaromir Hurst exponent estimation of fractional surfaces for mammogram images analysis. (English) Zbl 07482559 Physica A 585, Article ID 126424, 11 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{M. Dlask} and \textit{J. Kukal}, Physica A 585, Article ID 126424, 11 p. (2022; Zbl 07482559) Full Text: DOI OpenURL
Duc, Luu Hoang Random attractors for dissipative systems with rough noises. (English) Zbl 07481824 Discrete Contin. Dyn. Syst. 42, No. 4, 1873-1902 (2022). MSC: 37H10 37H30 60G22 60G40 60H10 PDF BibTeX XML Cite \textit{L. H. Duc}, Discrete Contin. Dyn. Syst. 42, No. 4, 1873--1902 (2022; Zbl 07481824) Full Text: DOI OpenURL
Hu, Yaozhong; Wang, Xiong Stochastic heat equation with general rough noise. (English) Zbl 1483.60094 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 1, 379-423 (2022). MSC: 60H15 35K08 60G15 60G22 60H05 60H07 PDF BibTeX XML Cite \textit{Y. Hu} and \textit{X. Wang}, Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 1, 379--423 (2022; Zbl 1483.60094) Full Text: DOI OpenURL
Feng, Xiaoli; Zhao, Meixia; Li, Peijun; Wang, Xu An inverse source problem for the stochastic wave equation. (English) Zbl 1484.35409 Inverse Probl. Imaging 16, No. 2, 397-415 (2022). MSC: 35R30 35R60 65M32 PDF BibTeX XML Cite \textit{X. Feng} et al., Inverse Probl. Imaging 16, No. 2, 397--415 (2022; Zbl 1484.35409) Full Text: DOI arXiv OpenURL
Szarek, Dawid; Maraj-Zygmąt, Katarzyna; Sikora, Grzegorz; Krapf, Diego; Wyłomańska, Agnieszka Statistical test for anomalous diffusion based on empirical anomaly measure for Gaussian processes. (English) Zbl 07476373 Comput. Stat. Data Anal. 168, Article ID 107401, 16 p. (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{D. Szarek} et al., Comput. Stat. Data Anal. 168, Article ID 107401, 16 p. (2022; Zbl 07476373) Full Text: DOI OpenURL
Wang, Mengjie; Dai, Xinjie; Xiao, Aiguo Optimal convergence rate of \(\theta\)-Maruyama method for stochastic Volterra integro-differential equations with Riemann-Liouville fractional Brownian motion. (English) Zbl 07475342 Adv. Appl. Math. Mech. 14, No. 1, 202-217 (2022). MSC: 65C30 65C20 65L20 PDF BibTeX XML Cite \textit{M. Wang} et al., Adv. Appl. Math. Mech. 14, No. 1, 202--217 (2022; Zbl 07475342) Full Text: DOI OpenURL