Stochastic processes are widely used for model building in the social, physical, engineering
and life sciences as well as in financial economics. In model building, statistical inference for …

Fractional Brownian motion (fBm) has been widely used to model a number of phenomena
in diverse fields from biology to finance. This huge range of potential applications makes …

In this paper we investigate the existence, uniqueness and exponential asymptotic behavior
of mild solutions to stochastic delay evolution equations perturbed by a fractional Brownian …

Nonlinear Young integrals have been first introduced in Catellier and Gubinelli (Stoch
Process Appl 126 (8): 2323–2366, 2016) and provide a natural generalisation of classical …

In this note we prove an existence and uniqueness result of mild solutions for a neutral
stochastic differential equation with finite delay, driven by a fractional Brownian motion in a …

A paper that studies two types of integral transformation associated with fractional Brownian
motion. They are applied to construct approximation schemes for fractional Brownian motion …

This paper studies the least squares estimator (LSE) for the drift parameter of an Ornstein–
Uhlenbeck process driven by fractional Brownian motion, whose observations can be made …

In this paper we study nonlinear stochastic evolution equations in a Hilbert space driven by
a cylindrical fractional Brownian motion with Hurst parameter H> 1 2 and nuclear covariance …

Stochastic integration with respect to fractional Brownian motion and applications Page 1
Stochastic integration with respect to fractional Brownian motion and applications David …

In this paper, an averaging principle for multidimensional, time dependent, stochastic
differential equations (SDEs) driven by fractional Brownian motion and standard Brownian …