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20062024
most citedMixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions

64 citations · 320 across the 79 of their papers we have counts for

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math.PR2010★ 2 cited

Fractional Lévy processes as a result of compact interval integral transformation

Heikki Tikanmäki, Yuliya Mishura

Fractional Brownian motion can be represented as an integral of a deterministic kernel w.r.t. an ordinary Brownian motion either on infinite or compact interval. In previous litera…