The application of fractional derivatives in stochastic models driven by fractional Brownian motion

By Longjin Lv, F. Ren, Wei-Yuan Qiu. 2010

49 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Modeling and Simulation

View Paper: https://www.semanticscholar.org/paper/d6c3d87b4839c3969bc4fc06e8f54aa219eed0b3