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Number of items:
7
.
Article
Neuenkirch, Andreas
;
Tindel, Samy
(2014)
A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise.
Statistical Inference for Stochastic Processes Dordrecht [u.a.] 17 1 99-120 [Article]
Deya, Aurélien
;
Neuenkirch, Andreas
;
Tindel, Samy
(2012)
A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion.
Annales de l'Institut Henri Poincaré. B, Probabilité et statistiques Bethesda, Md. 48 2 518-550 [Article]
Neuenkirch, Andreas
;
Tindel, Samy
;
Unterberger, Jérémie
(2010)
Discretizing the fractional Lévy area.
Stochastic Processes and Their Applications Amsterdam [u.a.] 120 2 223-254 [Article]
Neuenkirch, Andreas
;
Nourdin, Ivan
;
Rößler, Andreas
;
Tindel, Samy
(2009)
Trees and asymptotic expansions for fractional stochastic differential equations.
Annales de l'Institut Henri Poincaré. B, Probabilité et statistiques Bethesda, MD 45 1 157-174 [Article]
Neuenkirch, Andreas
;
Nourdin, Ivan
;
Tindel, Samy
(2008)
Delay equations driven by rough paths.
Electronic Journal of Probability : EJP Seattle, WA 13 Paper 67 2031-2068 [Article]
Working paper
Neuenkirch, Andreas
;
Nourdin, Ivan
;
Rößler, Andreas
;
Tindel, Samy
(2018)
Trees and asymptotic developments for fractional stochastic differential equations.
Ithaca, NY [Working paper]
Neuenkirch, Andreas
;
Tindel, Samy
;
Unterberger, Jérémie
(2009)
Discretizing the fractional Levy area.
Ithaca, NY [Working paper]
This list was created automatically on
Thu Feb 2 05:08:41 2023 CET