Stochastic differential equations with long-memory input
| Data(s) |
2001
|
|---|---|
| Identificador | |
| Publicador |
Queensland University of Technology |
| Relação |
Nguyen, Cu Ngoc (2001) Stochastic differential equations with long-memory input. PhD thesis, Queensland University of Technology. |
| Direitos |
Copyright Cu Ngoc Nguyen |
| Palavras-Chave | #Stochastic differential equations #Stochastic processes #long range dependence #short range dependence #fractional diffusion #stationary increments #Brownian motion #fractional Brownian motion #fractional Reisz-Bessel motion #semimartingale #prediction formula #stochastic differential equation #stochastic integral #Ito formula #fractional Black-Scholes model #linear filtering #nonlinear filtering #thesis #doctoral |
| Tipo |
Thesis |
