The Citing articles tool gives a list of articles citing the current article. The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program . You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).
Cited article:
Laurent Decreusefond , Ali Suleyman Üstünel
ESAIM: Proc., 5 (1998) 75-86
Published online: 2002-08-15
This article has been cited by the following article(s):
34 articles
Averaging principles for two-time-scale neutral stochastic delay partial differential equations driven by fractional Brownian motions
Bin Pei, Yong Xu and Min Han Stochastics 96 (3) 1169 (2024) https://doi.org/10.1080/17442508.2023.2258250
Second-order neutral impulsive stochastic evolution equations with infinite delay: existence, uniqueness and averaging principle
Chungang Shi International Journal of Systems Science 55 (7) 1420 (2024) https://doi.org/10.1080/00207721.2024.2308698
Hurst Exponent Analysis: Evidence from Volatility Indices and the Volatility of Volatility Indices
Georgia Zournatzidou and Christos Floros Journal of Risk and Financial Management 16 (5) 272 (2023) https://doi.org/10.3390/jrfm16050272
Quantifying the diversity of multiple time series with an ordinal symbolic approach
Luciano Zunino and Miguel C. Soriano Physical Review E 108 (6) (2023) https://doi.org/10.1103/PhysRevE.108.065302
Averaging principles for mixed fast-slow systems driven by fractional Brownian motion
Bin Pei, Yuzuru Inahama and Yong Xu Kyoto Journal of Mathematics 63 (4) (2023) https://doi.org/10.1215/21562261-2023-0001
Modeling Long-Range Dynamic Correlations of Words in Written Texts with Hawkes Processes
Hiroshi Ogura, Yasutaka Hanada, Hiromi Amano and Masato Kondo Entropy 24 (7) 858 (2022) https://doi.org/10.3390/e24070858
Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: Averaging principle
Min Han, Yong Xu, Bin Pei and Jiang-Lun Wu Journal of Mathematical Analysis and Applications 510 (2) 126004 (2022) https://doi.org/10.1016/j.jmaa.2022.126004
Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
Guangjun Shen, Jie Xiang and Jiang-Lun Wu Journal of Differential Equations 321 381 (2022) https://doi.org/10.1016/j.jde.2022.03.015
Variational inference of fractional Brownian motion with linear computational complexity
Hippolyte Verdier, François Laurent, Alhassan Cassé, Christian L. Vestergaard and Jean-Baptiste Masson Physical Review E 106 (5) (2022) https://doi.org/10.1103/PhysRevE.106.055311
CEV model equipped with the long-memory
Somayeh Fallah and Farshid Mehrdoust Journal of Computational and Applied Mathematics 389 113359 (2021) https://doi.org/10.1016/j.cam.2020.113359
Measurements and characterization of the dynamics of tracer particles in an actin network
Maayan Levin, Golan Bel and Yael Roichman The Journal of Chemical Physics 154 (14) (2021) https://doi.org/10.1063/5.0045278
Towards synthesized training data for semantic segmentation of mobile laser scanning point clouds: Generating level crossings from real and synthetic point cloud samples
Gustaf Uggla and Milan Horemuz Automation in Construction 130 103839 (2021) https://doi.org/10.1016/j.autcon.2021.103839
Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
Bin Pei, Yong Xu and Jiang-Lun Wu Applied Mathematics Letters 100 106006 (2020) https://doi.org/10.1016/j.aml.2019.106006
Extreme events for fractional Brownian motion with drift: Theory and numerical validation
Maxence Arutkin, Benjamin Walter and Kay Jörg Wiese Physical Review E 102 (2) (2020) https://doi.org/10.1103/PhysRevE.102.022102
Large deviations and Berry–Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion
Kouacou Tanoh, Modeste N’zi and Armel Fabrice Yodé Random Operators and Stochastic Equations 28 (3) 183 (2020) https://doi.org/10.1515/rose-2020-2037
Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes
Bin Pei, Yong Xu and George Yin Stochastics and Dynamics 18 (04) 1850023 (2018) https://doi.org/10.1142/S0219493718500235
Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion
M.H. Heydari, M.R. Mahmoudi, A. Shakiba and Z. Avazzadeh Communications in Nonlinear Science and Numerical Simulation 64 98 (2018) https://doi.org/10.1016/j.cnsns.2018.04.018
Lyapunov Techniques for Stochastic Differential Equations Driven by Fractional Brownian Motion
Caibin Zeng, Qigui Yang and YangQuan Chen Abstract and Applied Analysis 2014 1 (2014) https://doi.org/10.1155/2014/292653
Numerical Implementation of Stochastic Operational Matrix Driven by a Fractional Brownian Motion for Solving a Stochastic Differential Equation
R. Ezzati, M. Khodabin and Z. Sadati Abstract and Applied Analysis 2014 1 (2014) https://doi.org/10.1155/2014/523163
Stochastic averaging principle for dynamical systems with fractional Brownian motion
Yong Xu, Rong Guo, Di Liu, Huiqing Zhang and Jinqiao Duan Discrete & Continuous Dynamical Systems - B 19 (4) 1197 (2014) https://doi.org/10.3934/dcdsb.2014.19.1197
Stochastic Volterra Equation Driven by Wiener Process and Fractional Brownian Motion
Zhi Wang and Litan Yan Abstract and Applied Analysis 2013 1 (2013) https://doi.org/10.1155/2013/579013
Fractional noise destroys or induces a stochastic bifurcation
Qigui Yang, Caibin Zeng and Cong Wang Chaos: An Interdisciplinary Journal of Nonlinear Science 23 (4) (2013) https://doi.org/10.1063/1.4830271
Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach
Caibin Zeng, Qigui Yang and Yang Quan Chen Nonlinear Dynamics 67 (4) 2719 (2012) https://doi.org/10.1007/s11071-011-0183-3
Bayesian estimation of the scaling parameter of fixational eye movements
Natallia Makarava, Mario Bettenbühl, Ralf Engbert and Matthias Holschneider EPL (Europhysics Letters) 100 (4) 40003 (2012) https://doi.org/10.1209/0295-5075/100/40003
Fractional Brownian Flows
Sreekar Vadlamani Journal of Theoretical Probability 23 (1) 257 (2010) https://doi.org/10.1007/s10959-008-0185-3
Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
João Guerra and David Nualart Stochastic Analysis and Applications 26 (5) 1053 (2008) https://doi.org/10.1080/07362990802286483
An Itô–Stratonovich formula for Gaussian processes: A Riemann sums approach
D. Nualart and S. Ortiz-Latorre Stochastic Processes and their Applications 118 (10) 1803 (2008) https://doi.org/10.1016/j.spa.2007.11.002
Stefano Bonaccorsi 59 37 (2007) https://doi.org/10.1007/978-3-7643-8458-6_4
The 1/H-variation of the divergence integral with respect to the fractional Brownian motion for H>1/2 and fractional Bessel processes
João M.E. Guerra and David Nualart Stochastic Processes and their Applications 115 (1) 91 (2005) https://doi.org/10.1016/j.spa.2004.07.008
Stochastic integration with respect to the fractional Brownian motion
Elisa Alòs and David Nualart Stochastics and Stochastic Reports 75 (3) 129 (2003) https://doi.org/10.1080/1045112031000078917
nth-order fractional Brownian motion and fractional Gaussian noises
E. Perrin, R. Harba, C. Berzin-Joseph, I. Iribarren and A. Bonami IEEE Transactions on Signal Processing 49 (5) 1049 (2001) https://doi.org/10.1109/78.917808
Stochastic Calculus with Respect to Gaussian Processes
Elisa Alòs, Olivier Mazet and David Nualart The Annals of Probability 29 (2) (2001) https://doi.org/10.1214/aop/1008956692
Strong approximation of fractional Brownian motion by moving averages of simple random walks
Tamás Szabados Stochastic Processes and their Applications 92 (1) 31 (2001) https://doi.org/10.1016/S0304-4149(00)00078-8
Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 12
Elisa Alòs, Olivier Mazet and David Nualart Stochastic Processes and their Applications 86 (1) 121 (2000) https://doi.org/10.1016/S0304-4149(99)00089-7