Articles citing this article

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:

Parameter estimation for fractional power type diffusion: A hybrid Bayesian-deep learning approach

Héctor Araya and Francisco Plaza-Vega
Communications in Statistics - Theory and Methods 1 (2023)
https://doi.org/10.1080/03610926.2023.2280522

Deep Weak Approximation of SDEs: A Spatial Approximation Scheme for Solving Kolmogorov Equations

Riu Naito and Toshihiro Yamada
International Journal of Computational Methods 19 (08) (2022)
https://doi.org/10.1142/S0219876221420147

Euler Type Scheme for the Numericalapproximation of Non-Lipschitz Diffusioncoefficient Sdes Driven by Fractionalbrownian Motion

HECTOR ARAYA
SSRN Electronic Journal (2022)
https://doi.org/10.2139/ssrn.4124535

Simultaneous Identification of Volatility and Mean-Reverting Parameter for European Option under Fractional CKLS Model

Jiajia Zhao and Zuoliang Xu
Fractal and Fractional 6 (7) 344 (2022)
https://doi.org/10.3390/fractalfract6070344

Positive Solutions of the Fractional SDEs with Non-Lipschitz Diffusion Coefficient

Kęstutis Kubilius and Aidas Medžiūnas
Mathematics 9 (1) 18 (2020)
https://doi.org/10.3390/math9010018

Fractional Cox–Ingersoll–Ross process with small Hurst indices

Yuliya Mishura and Anton Yurchenko-Tytarenko
Modern Stochastics: Theory and Applications 13 (2019)
https://doi.org/10.15559/18-VMSTA126

Fractional Cox–Ingersoll–Ross process with non-zero «mean»

Yuliya Mishura and Anton Yurchenko-Tytarenko
Modern Stochastics: Theory and Applications 5 (1) 99 (2018)
https://doi.org/10.15559/18-VMSTA97