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ENTROPY FLOW AND DE BRUIJN'S IDENTITY FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 35 / Issue 3 / July 2021
- Published online by Cambridge University Press:
- 17 December 2019, pp. 369-380
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Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local Time
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- Journal:
- Journal of Applied Probability / Volume 50 / Issue 2 / June 2013
- Published online by Cambridge University Press:
- 30 January 2018, pp. 592-597
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- June 2013
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A Geometric Drift Inequality for a Reflected Fractional Brownian Motion Process on the Positive Orthant
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- Journal of Applied Probability / Volume 48 / Issue 3 / September 2011
- Published online by Cambridge University Press:
- 14 July 2016, pp. 820-831
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- September 2011
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Stationarity and control of a tandem fluid network with fractional Brownian motion input
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- Journal:
- Advances in Applied Probability / Volume 43 / Issue 3 / September 2011
- Published online by Cambridge University Press:
- 01 July 2016, pp. 847-874
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- September 2011
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On the Return Time for a Reflected Fractional Brownian Motion Process on the Positive Orthant
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- Journal:
- Journal of Applied Probability / Volume 48 / Issue 1 / March 2011
- Published online by Cambridge University Press:
- 14 July 2016, pp. 145-153
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- March 2011
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