Results 241 to 250 of about 34,973 (262)

Fractional Brownian Motion

2022
openaire   +2 more sources

Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion

Applied Mathematics Letters, 2020
Bin Pei, Yong Xu, Jiang-Lun Wu
exaly  

Fractional Brownian Motions, Fractional Noises and Applications

SIAM Review, 1968
Mandelbrot, B. B., Van Ness, J. W.
openaire   +1 more source

Fractional motions

Physics Reports, 2013
Michael F Shlesinger
exaly  

Generalized Arcsine Laws for Fractional Brownian Motion

Physical Review Letters, 2018
Tridib Sadhu
exaly  

Stochastic Calculus for Fractional Brownian Motion I. Theory

SIAM Journal on Control and Optimization, 2000
Tyrone E Duncan, Yaozhong Hu
exaly  

Fractional Brownian Motion and Rough Volatilities

2021
Elisa Alòs, David García Lorite
openaire   +1 more source

Integral sliding mode control for robust stabilisation of uncertain stochastic time-delay systems driven by fractional Brownian motion

International Journal of Systems Science, 2017
Khosro Khandani, Vahid Johari Majd, Mahdieh Tahmasebi   +2 more
exaly  

Approximate controllability of fractional stochastic differential equations driven by mixed fractional Brownian motion via resolvent operators

International Journal of Control, 2017
P Tamilalagan, P Balasubramaniam
exaly  

Arbitrage in fractional Brownian motion models

Finance and Stochastics, 2003
Patrick Cheridito
exaly