Efficient or Fractal Market Hypothesis? A Stock Indexes Modelling Using Geometric Brownian Motion and Geometric Fractional Brownian Motion

por Vasile Brătian, Ana-Maria Acu, Camelia Oprean-Stan, Emil Dinga, Gabriela-Mariana Ionescu
Publicado 2021

The dependence structure of log-fractional stable noise with analogy to fractional Gaussian noise

por Murad S. Taqqu, Joshua B. Levy
Publicado 2008

Almost Periodic Solutions to Impulsive Stochastic Delay Differential Equations Driven by Fractional Brownian Motion With 12 < H < 1

por Lili Gao, Xichao Sun
Publicado 2021

Optimal control of stochastic system with Fractional Brownian Motion

por Chaofeng Zhao, Zhibo Zhai, Qinghui Du
Publicado 2021

Nonlinear Fault-Tolerant Control Design for Singular Stochastic Systems With Fractional Stochastic Noise and Time-Delay

por S. Sweetha, R. Sakthivel, V. Panneerselvam, Yong-Ki Ma
Publicado 2021