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ArticleStochastic equations in Hilbert space with a multiplicative fractional Gaussian noise

Tyrone E. Duncan2005

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Articlebronze2005

Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise

Tyrone E. Duncan · Bohdan Maslowski · Bożenna Pasik-Duncan

82 citations·0/0 files stored·Stochastic Processes and their Applications

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Fuzzy Systems and Optimization

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References

1968Fractional Brownian Motions, Fractional Noises and Applications 1963The Variation of Certain Speculative Prices 1997The variation of certain speculative prices 1998Integration with respect to fractal functions and stochastic calculus. I 2000Stochastic Calculus for Fractional Brownian Motion I. Theory 2003Stochastic evolution equations with fractional Brownian motion 2003Stochastic integration with respect to fractional brownian motion 2003Stochastic integration with respect to the fractional Brownian motion

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2006STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE 2006Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems 2013Almost sure and moment stability properties of fractional order Black-Scholes model 2019Wong–Zakai approximation for the stochastic Landau–Lifshitz–Gilbert equations

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Year2005

Typearticle

Published2005-04-28

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations82

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.spa.2005.03.011

openalex_workW2039655644

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