Stochastic Analysis of Mixed Fractional Gaussian Processes presents the main tools
necessary to characterize Gaussian processes. The book focuses on the particular case of …

Exponential stability is often used to barricade stochastic disturbance in visual trajectory
tracking of a robotic system. In this work, a nonlinear mathematical model to deal with the …

This paper investigates a non-autonomous slow–fast system, which is generalized by
stochastic differential equations with locally Lipschitz coefficients, subjected to standard …

Full article: Mixed fractional stochastic differential equations with jumps Skip to Main Content
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In this paper we establish an existence and uniqueness result for solutions of
multidimensional, time-dependent, stochastic differential equations driven simultaneously by …

We consider a stochastic delay differential equation driven by a Hölder continuous process
$ Z $ and a Wiener process. Under fairly general assumptions on coefficients of the …

Asymptotic behavior of mixed power variations and statistical estimation in mixed models |
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In this paper, we study the exponential stability in the p th moment of mild solutions to neutral
stochastic functional partial differential equations driven by Brownian motion and fractional …

This thesis concerns the study of regularisation by noise phenomena for ODEs and PDEs. In
particular, it focuses on the use of so called pathwise techniques: our aim is to identify …

We investigate the asymptotic properties of the maximum likelihood estimator and Bayes
estimator of the drift parameter for stochastic processes satisfying linear stochastic …