Results 251 to 260 of about 34,973 (262)

Stochastic delay fractional evolution equations driven by fractional Brownian motion

Mathematical Methods in the Applied Sciences, 2015
Kexue Li
exaly  

Existence and exponential stability for neutral stochastic integrodifferential equations with impulses driven by a fractional Brownian motion

Communications in Nonlinear Science and Numerical Simulation, 2016
G Arthi, Ju H. Park
exaly  

An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion

Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 2004
Francesca Biagini, Bernt Øksendal
exaly  

Pricing geometric Asian power options under mixed fractional Brownian motion environment

Physica A: Statistical Mechanics and Its Applications, 2016
B L S Prakasa Rao
exaly  

A note on the use of fractional Brownian motion for financial modeling

Economic Modelling, 2013
exaly  

On the relation between the fractional Brownian motion and the fractional derivatives

Physics Letters, Section A: General, Atomic and Solid State Physics, 2008
Manuel Duarte Ortigueira
exaly  

Some properties of the sub-fractional Brownian motion

Stochastics, 2007
exaly  

Some aspects of fractional Brownian motion

Nonlinear Analysis: Theory, Methods & Applications, 2001
openaire   +1 more source

Fractional Brownian Motion: A Maximum Likelihood Estimator and Its Application to Image Texture

IEEE Transactions on Medical Imaging, 1986
exaly  

Tempered fractional Brownian motion

2014
openaire   +1 more source