Fractional Brownian Motion Analysis for Spreading of Novel Coronavirus
, 2022 Lima L.
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The valuation of currency options by fractional Brownian motion. [PDF]
Springerplus, 2016 Shokrollahi F, Kılıçman A.
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Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion. [PDF]
J Inequal Appl, 2018 Zhang X, Ruan D.
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Fractional Brownian motion analysis for epidemic spreading of diseases
, 2021 Lima L.
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Analytical Solutions for Multi-Time Scale Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion and Their Applications. [PDF]
Entropy (Basel), 2018 Ding XL, Nieto JJ.
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Some properties of fractional Brownian motion
Журнал Белорусского государственного университета: Математика, информатика, 2017 This article is dedicated to the study of the characteristics of random processes, with properties of self-similarity and fractality. The study is based on the consideration of numerical characteristics of processes such as mean, variance, covariance ...
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Visual information and expert's idea in Hurst index estimation of the fractional Brownian motion using a diffusion type approximation. [PDF]
Sci Rep, 2017 Taheriyoun AR, Moghimbeygi M.
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STOCHASTIC INTEGRATION FOR TEMPERED FRACTIONAL BROWNIAN MOTION. [PDF]
Stoch Process Their Appl, 2014 Meerschaert MM, Sabzikar F.
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Probability of entering an orthant by correlated fractional Brownian motion with drift: exact asymptotics. [PDF]
Extremes (Boston)Dȩbicki K, Ji L, Novikov S.
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Bayesian two-stage modeling of longitudinal and time-to-event data with an integrated fractional Brownian motion covariance structure. [PDF]
BiometricsPalipana A +3 more
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