Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/07362990802286483
Reference25 articles.
1. Fractional Brownian Motions, Fractional Noises and Applications
2. Fractional Brownian motion: theory and applications
3. Arbitrage with Fractional Brownian Motion
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