Fractional integral equations and state space transforms
Work
Year: 2006
Type: article
Abstract: We introduce a class of stochastic differential equations driven by fractional Brownian motion which allow for a constructive method in order to obtain stationary solutions. This leads to a substantia... more
Source: Bernoulli
Authors Boris Buchmann, Claudia Klüppelberg
Institution Institute of Mathematical Statistics
Cites: 18
Cited by: 22
Related to: 10
FWCI: 0.925
Citation percentile (by year/subfield): 84.96
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Sustainable cities and communities
Open Access status: bronze