4 citations · 4 across the 3 of their papers we have counts for
4 papers
Euler Scheme for Stochastic Functional Differential Equations Driven by Fractional Brownian Motion via Fractional Calculus Techniques
Alexander Abreu, Héctor Araya, Lisandro Fermin +2
We study a stochastic functional differential equation (SFDE) with memory driven by a fractional Brownian motion (fBm) with Hurst parameter H>1/2. An Euler-type numerical scheme is…
On explosion time in stochastic differential equations driven by fractional Brownian motion
Johanna Garzon, Jorge A. Leon, Soledad Torres +2
In this article, we study the explosion time of the solution to autonomous stochastic differential equations driven by the fractional Brownian motion with Hurst parameter .…
A strong uniform approximation of sub-fractional Brownian motion
Johanna Garzon, Luis G. Gorostiza, Jorge A. Leon
Sub-fractional Brownian motion is a process analogous to fractional Brownian motion but without stationary increments. In \cite{GGL1} we proved a strong uniform approximation with…
A strong convergence to the Rosenblatt process
Johanna Garzon, Soledad Torres, Ciprian Tudor
We give a strong approximation of Rosenblatt process via transport processes and we give the rate of convergence.