Modern Stochastics: Theory and Applications

Journal Information
ISSN / EISSN : 23516046 / 23516054
Current Publisher: VTeX (10.15559)
Total articles ≅ 176
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SCOPUS
ESCI
DOAJ
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Latest articles in this journal

Modern Stochastics: Theory and Applications, Volume 7, pp 191-202; doi:10.15559/20-vmsta156

Abstract:
Publisher: VTeX - Solutions for Science Publishing, Journal: Modern Stochastics - Theory and Applications, Title: Distance from fractional Brownian motion with associated Hurst index 0, Authors: Oksana Banna, Filipp Buryak, Yuliya Mishura , We find the best approximation of the fractional Brownian motion with the Hurst index $H\in (0,1/2)$ by Gaussian martingales of the form ${\textstyle\int _{0}^{t}}{s^{\gamma }}d{W_{s}}$, where W is a Wiener process, $\gamma >0$.
Mohamed Marzougue, Yaya Sagna
Modern Stochastics: Theory and Applications pp 157-190; doi:10.15559/20-vmsta155

Alexander Kukush, Ivan Senko
Modern Stochastics: Theory and Applications pp 203-219; doi:10.15559/20-vmsta154

Alexander A. Gushchin
Modern Stochastics: Theory and Applications pp 135-156; doi:10.15559/20-vmsta153

Markus Hess
Modern Stochastics: Theory and Applications pp 113-134; doi:10.15559/20-vmsta152

Alessandro De Gregorio, Roberto Garra
Modern Stochastics: Theory and Applications pp 97-112; doi:10.15559/20-vmsta151

Olga Borysenko, Oleksandr Borysenko
Modern Stochastics: Theory and Applications pp 1-15; doi:10.15559/20-vmsta150

Barbara Pacchiarotti
Published: 27 February 2020
by VTeX
Modern Stochastics: Theory and Applications pp 17-41; doi:10.15559/20-vmsta149

Nikolaos D. Macheras, Spyridon M. Tzaninis
Published: 20 February 2020
by VTeX
Modern Stochastics: Theory and Applications pp 43-60; doi:10.15559/20-vmsta148

Alexander Marynych, Ivan Matsak
Published: 17 February 2020
by VTeX
Modern Stochastics: Theory and Applications pp 61-78; doi:10.15559/20-vmsta147

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