位置：成果数据库 > 期刊 > 期刊详情页
The S-Transform of Sub-fBm and an Application to a Class of Linear Subfractional BSDEs
  • ISSN号：1687-9120
  • 期刊名称：Advances in Mathematical Physics
  • 时间：2013
  • 页码：-
  • 相关项目：G-分数布朗运动与Hermite过程的分析及其相关问题
作者： 王志（研究生）|闫理坦|
同期刊论文项目
G-分数布朗运动与Hermite过程的分析及其相关问题
期刊论文 87
同项目期刊论文
On a jump-type stochastic fractional partial differential equation with fractional noises
A Weighted-fractional model to European option pricing
On solutions of neutral stochastic delay Volterra equations with singular kernels
Hilbert Transform of G-Brownian local times
Weak approximation of the fractional Brownian sheet from random walks
Hermite过程的一个逼近定理
Successive approximation of SFDEs with finite delay driven by G-Brownian motion
Existence results for impulsive neutral second-order stochastic evolution equations with nonlocal co
Berry-Ess,en bounds and almost sure CLT for quadratic variation of weighted fractional Brownian moti
The generalized Bouleau-Yor identity for a sub-fractional Brownian motion
Representation Theorem for Generators of BSDEs Driven by -Brownian Motion and Its Applications
The Bouleau-Yor identity for a bi-fractional Brownianmotion
Estimators for the drift of sub-fractional Brownian motion
Asymptotic behavior for neutral stochastic partial differentialequations with infinite delays
Asymptotic behavior for bi-fractional regression models via Malliavin calculus
On solutions of neutral stochastic delay Volterra equations withsingular kernels
Controllability of Fractional Neutral Stochastic Integro-DifferentialSystems with Infinite Delay
Central limit theorem for weighted local time of L2 modulus offractional Brownian motion
Representation Theorem for Generators of BSDEs Driven by G-BrownianMotion and Its Applications
Approximation of the Rosenblatt process by semimartingales
Asymptotic behavior for neutral stochastic partial differential equations with infinite delays
Controllability of Fractional Neutral Stochastic Integro-Differential Systems with Infinite Delay
The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2
The Bouleau-Yor identity for a bi-fractional Brownian motion
The generalized quadratic covariation for fBm with Hurst index less than 1/2
Hilbert transform of G-Brownian local time
Some path properties of weighted-fractional Brownian motion
Weak convergence to the fractional Brownian sheet using martingale differences
Mixed-fractional Models to Credit Risk Pricing
Estimators for the Drift of Subfractional Brownian Motion
Integral with respect to the G-Brownian local times
Solving a nonlinear fractional Stochastic Partial Differential Equation with fractional noise
On a jump-type stochastic fractional partial differential equation with fractionalnoises
p-variation of an integral functional associated with bi-fractional Brownianmotion
Smoothness for the Collision Local Time of Two MultidimensionalBifractional Brownian Motions
Stochastic Volterra Equation Driven by Wiener Process and FractionalBrownian Motion
On Almost Automorphic Mild Solutions for Nonautonomous StochasticEvolution Equations
A Note on the Exponential G-Martingale
A new criterion on existence and uniqueness of stationary distributionfor diffusion processes
α-赋权分数桥的最小二乘估计
一类带跳的时滞Black-Scholes模型
由分数布朗运动驱动的时滞期权定价模型
G-期望下重积分的极大值不等式
Existence and Stability for Stochastic Partial Differential Equations with Infinite Delay
Asymptotic behavior for bi-fractional regression models via Malliavincalculus
A Weak Convergence to Rosenblatt Process
An Approximation of Subfractional Brownian Motion
Weak convergence to the fractional Brownian sheet using martingaledifferences
The fractional derivative for fractional Brownian local time with Hurst index large than 1/2
Approximating the Rosenblatt process by multiple Wiener integrals
Derivative for self-intersection local time of multidimensional fractional Brownian motion
Central limit theorem for weighted local time of L2 modulus of fractional Brownian motion
On Almost Automorphic Mild Solutions for Nonautonomous Stochastic Evolution Equations
An approximation to the Rosenblatt process using martingale differences
Successive approximation of neutral stochastic evolution equations withinfinite delay and Poisson ju
Smoothness for the collision local time of two multidimensional bifractional Brownian motions
一个混合模型的几点注记
混合双分数布朗运动驱动的信用风险模型
线性测量误差模型中复合分位数估计的随机加权方法