[1] |
Yuecai HAN, Yifang SUN.
SOLUTIONS TO BSDES DRIVEN BY BOTH FRACTIONAL BROWNIAN MOTIONS AND THE UNDERLYING STANDARD BROWNIAN MOTIONS
[J]. Acta mathematica scientia,Series B, 2018, 38(2): 681-694.
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[2] |
Junfeng LIU, Ciprian A. TUDOR.
STOCHASTIC HEAT EQUATION WITH FRACTIONAL LAPLACIAN AND FRACTIONAL NOISE: EXISTENCE OF THE SOLUTION AND ANALYSIS OF ITS DENSITY
[J]. Acta mathematica scientia,Series B, 2017, 37(6): 1545-1566.
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[3] |
Guangjun SHEN, Xiuwei YIN, Litan YAN.
ERRATUM TO:LEAST SQUARES ESTIMATION FOR ORNSTEIN-UHLENBECK PROCESSES DRIVEN BY THE WEIGHTED FRACTIONAL BROWNIAN MOTION
[J]. Acta mathematica scientia,Series B, 2017, 37(4): 1173-1176.
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[4] |
Jing CUI, Litan YAN.
CONTROLLABILITY OF NEUTRAL STOCHASTIC EVOLUTION EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION
[J]. Acta mathematica scientia,Series B, 2017, 37(1): 108-118.
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[5] |
Guangjun SHEN, Xiuwei YIN, Litan YAN.
LEAST SQUARES ESTIMATION FOR ORNSTEIN-UHLENBECK PROCESSES DRIVEN BY THE WEIGHTED FRACTIONAL BROWNIAN MOTION
[J]. Acta mathematica scientia,Series B, 2016, 36(2): 394-408.
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[6] |
SHEN Guang-Jun, YAN Li-Tan, LIU Jun-Feng.
POWER VARIATION OF SUBFRACTIONAL BROWNIAN MOTION AND APPLICATION
[J]. Acta mathematica scientia,Series B, 2013, 33(4): 901-912.
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[7] |
SHEN Guang-Jun, CHEN Chao, YAN Li-Tan.
REMARKS ON SUB-FRACTIONAL BESSEL PROCESSES
[J]. Acta mathematica scientia,Series B, 2011, 31(5): 1860-1876.
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[8] |
HU Yao-Zhong, Nualart David, XIAO Wei-Lin, ZHANG Wei-Guo.
EXACT MAXIMUM LIKELIHOOD ESTIMATOR FOR DRIFT FRACTIONAL BROWNIAN MOTION AT DISCRETE OBSERVATION
[J]. Acta mathematica scientia,Series B, 2011, 31(5): 1851-1859.
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[9] |
HU Yao-Zhong.
AN ENLARGEMENT OF FILTRATION FOR BROWNIAN MOTION
[J]. Acta mathematica scientia,Series B, 2011, 31(5): 1671-1678.
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[10] |
WANG Bao-Bin.
CONVERGENCE RATE OF MULTIPLE FRACTIONAL STRATONOVICH TYPE INTEGRAL FOR HURST PARAMETER LESS THAN 1/2
[J]. Acta mathematica scientia,Series B, 2011, 31(5): 1694-1708.
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[11] |
WANG Yan-Qing, JIANG Hui.
MODERATE DEVIATIONS FOR THE BESSEL CLOCK
[J]. Acta mathematica scientia,Series B, 2010, 30(5): 1605-1613.
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[12] |
LV Yu-Hua, TUN Rong, XU Run.
THE JOINT DISTRIBUTIONS OF SOME ACTUARIAL DIAGNOSTICS FOR THE JUMP-DIFFUSION RISK PROCESS
[J]. Acta mathematica scientia,Series B, 2010, 30(3): 664-676.
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[13] |
HU Yao-Zhong, WANG Bao-Bin.
CONVERGENCE RATE OF AN APPROXIMATION TO MULTIPLE INTEGRAL OF FBM
[J]. Acta mathematica scientia,Series B, 2010, 30(3): 975-992.
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[14] |
Lin Zhengyan; Li Degui.
STRONG APPROXIMATION FOR MOVING AVERAGE PROCESSES UNDER DEPENDENCE ASSUMPTIONS
[J]. Acta mathematica scientia,Series B, 2008, 28(1): 217-224.
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[15] |
胡耀忠.
MULTI-DIMENSIONAL GEOMETRIC BROWNIAN MOTIONS, ONSAGER-MACHLUP FUNCTIONS, AND APPLICATIONS TO MATHEMATICAL FINANCE
[J]. Acta mathematica scientia,Series B, 2000, 20(3): 341-358.
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