//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Cao, Guilan"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Sobolev space Fractional Brownian motion p-Variation Quasi-sure convergence (p
1
[alpha])-Modification [infinity]-Modification
1
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Language
All
Undetermined
2
Author
All
Cao, Guilan
2
He, Kai
2
Published in...
All
Statistics & Probability Letters
1
Stochastic Processes and their Applications
1
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quasi-sure p-variation of fractional Brownian motion
Cao, Guilan
;
He, Kai
- In:
Statistics & Probability Letters
77
(
2007
)
5
,
pp. 543-548
In this paper, we prove that for the fractional Brownian motion Bt with Hurst parameter H, the quasi-sure limit of the form is zero, where , p>1/H.
Persistent link: https://www.econbiz.de/10005223757
Saved in:
2
Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps
Cao, Guilan
;
He, Kai
- In:
Stochastic Processes and their Applications
117
(
2007
)
9
,
pp. 1251-1264
In this paper, we study the existence and uniqueness of mild solutions to semilinear backward stochastic evolution equations driven by the cylindrical I-Brownian motion and the Poisson point process in a Hilbert space with non-Lipschitzian coefficients by the successive approximation.
Persistent link: https://www.econbiz.de/10008874850
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->