A. Melnikov

Finance · with Kozachenko · 2006–2011

A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom A. Melnikov trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Yaozhong Hu
  2. Marina L. Kleptsyna
  3. David Nualart
  4. J. Mémin

Who trusts A. Melnikov overall

  1. M. Eliwa

Papers from A. Melnikov's perspective

Ordered by how strongly the researchers A. Melnikov trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process
  2. Stochastic Calculus for Fractional Brownian Motion and Related Processes
  3. Parameter estimation for fractional Ornstein–Uhlenbeck processes
  4. Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
  5. Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
  6. Statistical Inference for Ergodic Diffusion Processes
  7. DONSKER-TYPE THEOREM FOR BSDES
  8. Exact Rate of Convergence of Some Approximation Schemes Associated to SDEs Driven by a Fractional Brownian Motion
  9. Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H∈(0,12)
  10. Stochastic Calculus for Fractional Brownian Motion and Applications

Their papers