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math.PR2020
Stochastic Volterra integral equations with jumps and non-Lipschitz coefficients
Anas Dheyab Khalaf, Xiangjun Wang
Stochastic Volterra integral equations with jumps (SVIEs) have become very common and widely used in numerous branches of science, due to their connections with mathematical financ…
math.ST2020★ 2 cited
Maximum Likelihood Estimation of Stochastic Differential Equations with Random Effects Driven by Fractional Brownian Motion
Min Dai, Jinqiao Duan, Junjun Liao +1
Stochastic differential equations and stochastic dynamics are good models to describe stochastic phenomena in real world. In this paper, we study N independent stochastic processes…