[1] |
Chen Yong,Li Ying,Sheng Ying,Gu Xiangmeng.
Parameter Estimation for an Ornstein-Uhlenbeck Process Driven by a Type of Gaussian Noise with Hurst Parameter $H\in (0,\frac{1}{2})$
[J]. Acta mathematica scientia,Series A, 2023, 43(5): 1483-1518.
|
[2] |
Chen Yong,Gu Xiangmeng.
An Improved Berry-Esséen Bound of Least Squares Estimation for Fractional Ornstein-Uhlenbeck Processes
[J]. Acta mathematica scientia,Series A, 2023, 43(3): 855-882.
|
[3] |
Yi Ding,Jingjun Guo.
Pricing Asian Options Under Time-Changed Mixed Fractional Brownian Motion with Transactions Costs
[J]. Acta mathematica scientia,Series A, 2021, 41(4): 1135-1146.
|
[4] |
Yonghong Liu,Yiheng Tang,Qingqing Zhang.
Local Functional Law of the Iterated Logarithm for Increments of Two-Parameter Brownian Motion
[J]. Acta mathematica scientia,Series A, 2021, 41(3): 874-881.
|
[5] |
Liping Xu,Zhi Li.
Transportation Inequalities for Mixed Stochastic Differential Equations
[J]. Acta mathematica scientia,Series A, 2021, 41(1): 227-236.
|
[6] |
Liang Wu.
Hurst Parameter Under Finite Second Moment and Under Heavy Tails
[J]. Acta mathematica scientia,Series A, 2020, 40(4): 1072-1082.
|
[7] |
Liheng Sang,Zhenlong Chen,Xiaozhen Hao.
Smoothness for the Renormalized Self-Intersection Local Time of Bifractional Brownian Motion
[J]. Acta mathematica scientia,Series A, 2020, 40(3): 796-810.
|
[8] |
Qikang Ran.
SDE Driven by Fractional Brown Motion and Their Coefficients are Locally Linear Growth
[J]. Acta mathematica scientia,Series A, 2020, 40(1): 200-211.
|
[9] |
Zhaoqiang Yang.
Pricing European Lookback Option in a Special Kind of Mixed Jump-Diffusion Black-Scholes Model
[J]. Acta mathematica scientia,Series A, 2019, 39(6): 1514-1531.
|
[10] |
Jing Cui,Qiuju Liang,Nana Bi.
Asymptotic Stability of Impulsive Neutral Stochastic Functional Differential Equation Driven by Fractional Brownian Motion
[J]. Acta mathematica scientia,Series A, 2019, 39(3): 570-581.
|
[11] |
SUN Yu-Dong, SHI Xi-Min, WU Min.
Barrier Options Pricing when Parameters Dependent on Stock Price
[J]. Acta mathematica scientia,Series A, 2013, 33(5): 912-925.
|
[12] |
WANG Chun-Wei, YIN Chuan-Cun.
Optimal Dividend Strategy in |the Perturbed Compound Poisson Risk Model with Investment
[J]. Acta mathematica scientia,Series A, 2011, 31(6): 1567-1578.
|
[13] |
ZHANG Hua-Yue, CHEN Wan-Hua, QU Li-An.
Dynamic Below-Target Semi-Variance Risk Measure in a Fractional |Black-Scholes Market
[J]. Acta mathematica scientia,Series A, 2011, 31(6): 1674-1682.
|
[14] |
WANG hong-Chu, HU Shi-Geng, ZHU Quan-Xin.
Non-oscillation and Oscillation |in Solutions of Nonlinear Stochastic Differential Equations with Bounded Delay
[J]. Acta mathematica scientia,Series A, 2010, 30(6): 1457-1464.
|
[15] |
CHEN Chuan-Zhong, HAN Xin-Fang, MA Li.
Some New Results about Asymptotic Properties of Additive Functionals of Brownian Motion
[J]. Acta mathematica scientia,Series A, 2010, 30(6): 1485-1494.
|