2

Bismut formula for a stochastic heat equation with fractional noise

Year:
2018
Language:
english
File:
PDF, 312 KB
english, 2018
7

Maximal inequalities for the iterated fractional integrals

Year:
2004
Language:
english
File:
PDF, 235 KB
english, 2004
8

On the collision local time of sub-fractional Brownian motions

Year:
2010
Language:
english
File:
PDF, 734 KB
english, 2010
9

On The Local Times of Fractional Ornstein–Uhlenbeck Process

Year:
2005
Language:
english
File:
PDF, 133 KB
english, 2005
10

Remarks on sub-fractional Bessel processes

Year:
2011
Language:
english
File:
PDF, 315 KB
english, 2011
11

L[sup p] estimates on a time-inhomogeneous diffusion process

Year:
2005
Language:
english
File:
PDF, 486 KB
english, 2005
14

An Approximation of Subfractional Brownian Motion

Year:
2014
Language:
english
File:
PDF, 150 KB
english, 2014
17

Successive Approximation of SFDEs with Finite Delay Driven by -Brownian Motion

Year:
2013
Language:
english
File:
PDF, 183 KB
english, 2013
19

Approximation of the Rosenblatt process by semimartingales *

Year:
2016
Language:
english
File:
PDF, 440 KB
english, 2016
21

Harnack inequalities for SDEs driven by subordinator fractional Brownian motion

Year:
2017
Language:
english
File:
PDF, 397 KB
english, 2017
23

International investment with exchange rate risk

Year:
2019
Language:
english
File:
PDF, 1.40 MB
english, 2019
24

Some ratio inequalities for iterated stochastic integrals

Year:
2003
Language:
english
File:
PDF, 193 KB
english, 2003
26

-estimates on diffusion processes

Year:
2005
Language:
english
File:
PDF, 164 KB
english, 2005
27

A ratio inequality for Bessel processes

Year:
2004
Language:
english
File:
PDF, 235 KB
english, 2004
28

Some remarks on local time–space calculus

Year:
2007
Language:
english
File:
PDF, 167 KB
english, 2007
30

Remarks on the intersection local time of fractional Brownian motions

Year:
2011
Language:
english
File:
PDF, 243 KB
english, 2011
31

On the Linear Fractional Self-attracting Diffusion

Year:
2008
Language:
english
File:
PDF, 374 KB
english, 2008
32

Integration with Respect to Fractional Local Time with Hurst Index 1/2 

Year:
2009
Language:
english
File:
PDF, 516 KB
english, 2009
33

Smoothness for the collision local times of bifractional Brownian motions

Year:
2011
Language:
english
File:
PDF, 268 KB
english, 2011
34

Iterated integrals with respect to Bessel processes

Year:
2005
Language:
english
File:
PDF, 211 KB
english, 2005
35

Maximal Inequalities for CIR Processes

Year:
2004
Language:
english
File:
PDF, 170 KB
english, 2004
41

An approximation to the Rosenblatt process using martingale differences

Year:
2012
Language:
english
File:
PDF, 258 KB
english, 2012
46

The generalized Bouleau-Yor identity for a sub-fractional Brownian motion

Year:
2013
Language:
english
File:
PDF, 377 KB
english, 2013
47

Power Variation of Subfractional Brownian Motion and Application

Year:
2013
Language:
english
File:
PDF, 316 KB
english, 2013
48

Asymptotic behavior for bi-fractional regression models via Malliavin calculus

Year:
2014
Language:
english
File:
PDF, 280 KB
english, 2014
50

Betere voorlichting nodig over opnames op ic

Year:
2013
Language:
dutch
File:
PDF, 157 KB
dutch, 2013