Singh, P. K.; Saha Ray, S. A collocation method for nonlinear stochastic differential equations driven by fractional Brownian motion and its application to mathematical finance. (English) Zbl 1540.65026 Methodol. Comput. Appl. Probab. 26, No. 2, Paper No. 19, 24 p. (2024). MSC: 65C30 60G22 65D05 41A10 41A20 × Cite Format Result Cite Review PDF Full Text: DOI
Ghorbel, M. Analytic and numerical analysis of some statistical features of fragmentation processes. (English) Zbl 1239.60036 Stat. Probab. Lett. 81, No. 12, 1953-1960 (2011). MSC: 60G57 62E17 60K99 62E15 62E20 × Cite Format Result Cite Review PDF Full Text: DOI