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Some linear fractional stochastic equations

  • Published:2006-04 Issue:2 Volume:78 Page:51-65
  • ISSN:1744-2508
  • Container-title:Stochastics
  • language:en
  • Short-container-title:Stochastics

Author:

Nourdin Ivan1,Tudor Ciprian A.2

Affiliation:

1. a LPMA, Université Pierre et Marie Curie Paris 6 , Boîte courrier 188, 4 Place Jussieu, 75252, Paris Cedex 5, France

2. b SAMOS/MATISSE, Centre d'Economie de La Sorbonne, Université de Panthéon-Sorbonne Paris , 1, 90, rue de Tolbiac, 75634, Paris Cédex 13, France

Publisher

Informa UK Limited

Subject

Modelling and Simulation,Statistics and Probability

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2. Time Reversal of Volterra Processes Driven Stochastic Differential Equations;International Journal of Stochastic Analysis;2013-02-27

3. Fractional stochastic differential equations with applications to finance;Journal of Mathematical Analysis and Applications;2013-01

4. Least squares estimator for the parameter of the fractional Ornstein–Uhlenbeck sheet;Journal of the Korean Statistical Society;2012-09

5. Stochastic Heat Equation with Multiplicative Fractional-Colored Noise;Journal of Theoretical Probability;2009-06-26
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