On inference for fractional differential equations
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11203-013-9076-z.pdf
Reference42 articles.
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2. Baudoin F, Ouyang C (2012) Gradient bounds for solutions of stochastic differential equations driven by fractional Brownian motions. To appear Malliavin Calculas and Stochastic Analysis: A Festschrift in Honor of David Nualart, Springer Verlag
3. Baudoin F, Ouyang C, Tindel S (2012) Gaussian bounds for the density of solutions of stochastic differential equations driven by fractional Brownian motions. Ann Inst H Poincare (to appear)
4. Blum JR (1954) Multidimensional stochastic approximation methods. Ann Math Stat 25(4):737–744
5. Cheridito P (2003) Arbitrage in fractional Brownian motion models. Finance Stoch 7(4):533–553
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