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Research article

First published 2025-5

On the Long Range Dependence of Time-Changed Generalized Mixed Fractional Brownian Motion

B. L. S. Prakasa Rao

Calcutta Statistical Association Bulletin

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Research article

First published 2022-04-28

Properties of fuzzy Ito integrals with respect to fuzzy Brownian motion

S. Panda, J.K. Dash, G.B. Panda

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2018-5

Pricing Geometric Asian Options under Mixed Fractional Brownian Motion Environment with Superimposed Jumps

B.L.S. Prakasa Rao

Calcutta Statistical Association Bulletin

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Research article

First published 2021-6-9

On terminal value problems for bi-parabolic equations driven by Wiener process and fractional Brownian motions

Nguyen Huy Tuan, Tomás Caraballo, Tran Ngoc Thach

Asymptotic Analysis

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Research article

First published 2011-2

On Comparison of the Estimators of the Hurst Index of the Solutions of Stochastic Differential Equations Driven by the Fractional Brownian Motion

Kęstutis Kubilius, Dmitrij Melichov

Informatica: An International Journal of Computing and Informatics

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Research article

First published 2025-11

An Analysis of Logarithmic Return Using Threshold Regression Based on the Ornstein–Uhlenbeck Process

Siwarak Sawongnam, Jiraphan Suntornchost

Risk and Decision Analysis

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Research article

First published 2008-7

Random integrals and correctors in homogenization

Guillaume Bal, Josselin Garnier, Sébastien Motsch [...]

Asymptotic Analysis

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Research article

First published 2023-6

Effects of Brownian noise strength on new chiral solitary structures

Yousef F Alharbi, Emad K El-Shewy, Mahmoud AE Abdelrahman

Journal of Low Frequency Noise,Vibration and Active Control

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Research article

First published 2009-3

Estimation for Stochastic Differential Equations Driven by Mixed Fractional Brownian Motions

B. L. S. Prakasa Rao

Calcutta Statistical Association Bulletin

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Research article

First published 2023-6

Nonlinear radiations in chemically reactive Walter's B nanoliquid flow through a rotating cone

Kotha Gangadhar, R Edukondala Nayak, M Venkata Subba Rao [...]

Proceedings of the Institution of Mechanical Engineers,Part E: Journal of Process Mechanical Engineering

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