fractional Brownian motion

Articles containing keyword "fractional Brownian motion":

OaM-02-33 » Asymptotic pseudomodes of Toeplitz matrices (12/2008)
DEA-14-30 » Existence and uniqueness of mild solutions to neutral impulsive fractional stochastic delay differential equations driven by both Brownian motion and fractional Brownian motion (08/2022)
JMI-16-94 » Harnack inequalities for functional SDEs driven by subordinate fractional Brownian motion (12/2022)