A NOTE ON JUMPS-FRACTIONAL PROCESSES

Hoang Thi Phuong Thao

Abstract


In this note we study some stochastic processes having jumps at some
times ?1, ...,?n, ... and which, between two jumps, satify a stochastic differential equation driven by a fractional Brownian motion.


Full Text:

PDF

Refbacks

  • There are currently no refbacks.