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Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion
3 references·0 citing·13 second hop
Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion (2015)Transportation inequalities for stochasti…Transportation Cost Inequalities for Neutral Functional Stochastic Equations (2013)Transportation Cost Inequalit…Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion (2012)Transportation inequalities f…Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise (2005)Stochastic equations in Hilbe…The Variation of Certain Speculative Prices (1963)Fractional Brownian Motions, Fractional Noises and Applications (1968)The variation of certain speculative prices (1997)STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE (2006)Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems (2006)Almost sure and moment stability properties of fractional order Black-Scholes model (2013)Differential equations driven by rough signals (1998)Integration with respect to fractal functions and stochastic calculus. I (1998)The Malliavin Calculus and Related Topics (2006)Fractional Poisson Process: Long-Range Dependence and Applications in Ruin Theory (2014)A general drift estimation procedure for stochastic differential equations with additive fractional noise (2020)An Introduction to Analysis on Wiener Space (1995)Stochastic differential equations and their applications (1997)
this work references cited by second hop

References

  • 2005Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise82 cited
  • 2012Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion64 cited
  • 2013Transportation Cost Inequalities for Neutral Functional Stochastic Equations29 cited

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