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Browsing by Subject Malliavin calculus

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PreviewIssue DateTitleAuthor(s)
30-Apr-2013The existence of a positive solution for a generalized delay logistic equation with multifractional noiseNguyen, Tien Dung
21-Dec-2016Fractional geometric mean-reversionNguyen, Tien Dung
1-Aug-2011Fractional geometric mean-reversion processesNguyen, Tien Dung
1-Jan-2013Fractional stochastic differential equations with applications to financeNguyen, Tien Dung
1-Aug-2015Gaussian Estimates for the Solutions of Some One-dimensional Stochastic EquationsNguyen, Tien Dung; Privault, Nicolas; Torrisi, Giovanni Luca
23-May-2014JACOBI PROCESSES DRIVEN BY FRACTIONAL BROWNIAN MOTIONNguyen, Tien Dung
22-Jan-2013LINEAR MULTIFRACTIONAL STOCHASTIC VOLTERRA INTEGRO-DIFFERENTIAL EQUATIONSNguyen, Tien Dung
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