## Found 3,721 Documents (Results 1–100)

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### Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model. (English)Zbl 07567552

MSC:  91Gxx 60Gxx 91Bxx
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### The Fokker-Planck equation for the time-changed fractional Ornstein-Uhlenbeck stochastic process. (English)Zbl 07566837

MSC:  60G22 35R11 35B50
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### Distribution dependent SDEs driven by fractional Brownian motions. (English)Zbl 07564654

MSC:  60H10 60G22
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### Well-posedness and stability of time-dependent impulsive neutral stochastic partial integrodifferential equations with fractional Brownian motion and Poisson jumps. (English)Zbl 07563611

MSC:  60H15 60H20 93B05
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### Parametric estimation for SPDEs driven by an infinite dimensional mixed fractional Brownian motion. (English)Zbl 07563173

MSC:  62-XX 68-XX
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MSC:  91-XX
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### Stochastic averaging principle for mixed stochastic differential equations. (English)Zbl 07559809

MSC:  26A42 26A33 60H05
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### Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise. (English)Zbl 07556862

MSC:  60H20 60G22 34K50
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MSC:  60G15
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### Bankruptcy probability of a lever company: lookback option pricing method. (Chinese. English summary)Zbl 07554550

MSC:  91G20 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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### Elements of fractional calculus. Fractional integrals. (English)Zbl 07549639

MSC:  26A33 60G22
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### On operator fractional Lévy motion: integral representations and time-reversibility. (English)Zbl 07549540

MSC:  60G22 60G51 60H05
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### First passage times for some classes of fractional time-changed diffusions. (English)Zbl 07548160

MSC:  60J60 60G15 60G22
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### Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case. (English)Zbl 07548154

MSC:  62M09 60G22 60H10
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### Lower functions and Chung’s LILs of the generalized fractional Brownian motion. (English)Zbl 07545058

MSC:  60G22 60G15 60F15
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### Random attractors for setvalued dynamical systems for stochastic evolution equations driven by a nontrivial fractional noise. (English)Zbl 07544519

MSC:  37A50 60G22
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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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### Inhomogeneous affine Volterra processes. (English)Zbl 07544381

MSC:  60H20 60G22
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### Long versus short time scales: the rough dilemma and beyond. (English)Zbl 07544264

MSC:  91G15 60G22
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### 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
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### Asymptotic results for families of random variables having power series distributions. (English)Zbl 07540455

MSC:  60F10 60E05 60G22
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### Models of space-time random fields on the sphere. (English)Zbl 07540453

MSC:  60G60 60G22 60H15
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### A novel and efficient operational matrix for solving nonlinear stochastic differential equations driven by multi-fractional Gaussian noise. (English)Zbl 07537587

MSC:  60H10 60G22 65G99
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### Linear filtering with fractional noises: large time and small noise asymptotics. (English)Zbl 07535624

MSC:  93E11 60G22 60H10
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### On local path behavior of surgailis multifractional processes. (English)Zbl 07534477

MSC:  60G22 60G17 60H05
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MSC:  60H10
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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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MSC:  60G22
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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:  60G22 60G15
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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 1485.60026

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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### 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
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### Density estimates for the exponential functionals of fractional Brownian motion. (English)Zbl 07492999

MSC:  60G22 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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### 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 1484.35409

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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