Add to ORKGSome fractional stochastic systems of integral equations are studied. The fractional sto-chastic Skorohod integrals are also studied. The existence and uniquness of the consid-ered stochastic fractional systems are established. An application of the fractional Black-Scholes is considered. 1
ABSTRACT. We give a fairly complete survey of the stochastic integration with respect to the fractio...
AbstractBackward stochastic Volterra integral equations (BSVIEs, for short) are introduced. The exis...
This thesis deals with the stochastic integral with respect to Gaussian processes, which can be expr...
Some fractional stochastic systems of integral equations are studied. The fractional stochastic Skor...
Some fractional stochastic systems of integral equations are studied. The fractional stochastic Skor...
The link between fractional and stochastic calculus established in part I of this paper is investiga...
We consider stochastic Volterra integral equations driven by a fractional Brownian motion with Hurst...
The theory of fractional Brownian motion and other long-memory processes are addressed in this volum...
This article investigates backward stochastic Volterra integral equations in Hilbert spaces. The exi...
AbstractWe extend the Skorohod integral, allowing integration with respect to Gaussian processes tha...
This article investigates backward stochastic Volterra integral equations in Hilbert spaces. The exi...
This article investigates backward stochastic Volterra integral equations in Hilbert spaces. The exi...
In this paper a stochastic calculus is given for the fractional Brownian motions that have the Hurst...
In this paper a stochastic calculus is given for the fractional Brownian motions that have the Hurst...
This article investigates backward stochastic Volterra integral equations in Hilbert spaces. The exi...
ABSTRACT. We give a fairly complete survey of the stochastic integration with respect to the fractio...
AbstractBackward stochastic Volterra integral equations (BSVIEs, for short) are introduced. The exis...
This thesis deals with the stochastic integral with respect to Gaussian processes, which can be expr...
Some fractional stochastic systems of integral equations are studied. The fractional stochastic Skor...
Some fractional stochastic systems of integral equations are studied. The fractional stochastic Skor...
The link between fractional and stochastic calculus established in part I of this paper is investiga...
We consider stochastic Volterra integral equations driven by a fractional Brownian motion with Hurst...
The theory of fractional Brownian motion and other long-memory processes are addressed in this volum...
This article investigates backward stochastic Volterra integral equations in Hilbert spaces. The exi...
AbstractWe extend the Skorohod integral, allowing integration with respect to Gaussian processes tha...
This article investigates backward stochastic Volterra integral equations in Hilbert spaces. The exi...
This article investigates backward stochastic Volterra integral equations in Hilbert spaces. The exi...
In this paper a stochastic calculus is given for the fractional Brownian motions that have the Hurst...
In this paper a stochastic calculus is given for the fractional Brownian motions that have the Hurst...
This article investigates backward stochastic Volterra integral equations in Hilbert spaces. The exi...
ABSTRACT. We give a fairly complete survey of the stochastic integration with respect to the fractio...
AbstractBackward stochastic Volterra integral equations (BSVIEs, for short) are introduced. The exis...
This thesis deals with the stochastic integral with respect to Gaussian processes, which can be expr...