AbstractWe extend the Stieltjes integral to Hölder functions of two variables and prove an existence and uniqueness result for the corresponding deterministic ordinary differential equations and also for stochastic equations driven by a two-parameter fractional Brownian motion
Abstract. In this paper we study the existence and uniqueness of a class of stochastic differential ...
In this paper we show, by using dyadic approximations, the existence of a geometric rough path assoc...
The aim of this work is to establish and generalize a relationship between fractional partial differ...
Using the tools of the stochastic integration with respect to the fractional Brownian motion, we obt...
AbstractWe extend the Stieltjes integral to Hölder functions of two variables and prove an existence...
In this paper a stochastic calculus is given for the fractional Brownian motions that have the Hurst...
AbstractIn this paper, we prove a global existence and uniqueness result for the solution of a stoch...
This thesis deals with the stochastic integral with respect to Gaussian processes, which can be expr...
A global existence and uniqueness result of the solution for multidimensional, time dependent, stoch...
The existence and uniqueness of solution of stochastic differential equation driven by standard Brow...
The theory of fractional Brownian motion and other long-memory processes are addressed in this volum...
AbstractIn this paper we introduce a stochastic integral with respect to the process Bt=∫0t(t−s)−αdW...
ABSTRACT. We give a fairly complete survey of the stochastic integration with respect to the fractio...
Stochastic Integrals Driven by Isonormal Gaussian Processes and Applications Master Thesis - Petr Čo...
The aim of this work is to establish and generalize a relationship between fractional partial differ...
Abstract. In this paper we study the existence and uniqueness of a class of stochastic differential ...
In this paper we show, by using dyadic approximations, the existence of a geometric rough path assoc...
The aim of this work is to establish and generalize a relationship between fractional partial differ...
Using the tools of the stochastic integration with respect to the fractional Brownian motion, we obt...
AbstractWe extend the Stieltjes integral to Hölder functions of two variables and prove an existence...
In this paper a stochastic calculus is given for the fractional Brownian motions that have the Hurst...
AbstractIn this paper, we prove a global existence and uniqueness result for the solution of a stoch...
This thesis deals with the stochastic integral with respect to Gaussian processes, which can be expr...
A global existence and uniqueness result of the solution for multidimensional, time dependent, stoch...
The existence and uniqueness of solution of stochastic differential equation driven by standard Brow...
The theory of fractional Brownian motion and other long-memory processes are addressed in this volum...
AbstractIn this paper we introduce a stochastic integral with respect to the process Bt=∫0t(t−s)−αdW...
ABSTRACT. We give a fairly complete survey of the stochastic integration with respect to the fractio...
Stochastic Integrals Driven by Isonormal Gaussian Processes and Applications Master Thesis - Petr Čo...
The aim of this work is to establish and generalize a relationship between fractional partial differ...
Abstract. In this paper we study the existence and uniqueness of a class of stochastic differential ...
In this paper we show, by using dyadic approximations, the existence of a geometric rough path assoc...
The aim of this work is to establish and generalize a relationship between fractional partial differ...
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