1 citations · 1 across the 11 of their papers we have counts for
11 papers
Parametric estimation for stochastic wave equations driven by an infinite dimensional fractional Brownian motion
B. L. S. Prakasa Rao
We study the problem of estimation of the parameter in a stochastic wave equation driven by an infinite dimensional fractional Brownian motion.
Doob-type optional sampling theorems for demimartingales with applications to associated sequences
Milto Hadjikyriakou, B. L. S Prakasa Rao
We establish optional sampling inequalities for demimartingales and demisubmartingales under suitable monotonicity assumptions on the stopping rule. First, we establish comparison…
On a characterization of probability distribution based on maxima of independent or max-independent random variables
B. L. S. Prakasa Rao
Kotlarski (1978) proved a result on identification of the distributions of independent random variables and from the joint distribution of the bivariate random vector $(U…
Estimation of bid and ask pricing for European option under mixed fractional Brownian motion environment with superimposed jumps
B. L. S. Prakasa Rao
We investigate the valuation of the bid and ask prices for European option under the mixed fractional Brownian motion environment in the presence of superimposed jumps by an indepe…
Nonparametric estimation of linear multiplier for processes driven by a bifractional Brownian motion
B. L. S. Prakasa Rao
We study the problem of nonparametric estimation of the linear multiplier function for processes satisfying stochastic differential equations of the type $$dX_t=θ(t)X_tdt+εd…
Maximal inequalities for bifractional Brownian motion
B. L. S. Prakasa Rao
We derive some maximal inequalities for the bifractional Brownian motion using comparison theorems for Gaussian processes.