The Athens Stock Exchange (ASE) is a dynamic financial market with complex interactions
and inherent volatility. Traditional models often fall short in capturing the intricate …

Conventional deep learning in the spatiotemporal-frequency domain frequently encounter
challenges in terms of slow convergence rates and limited generalization, particularly for …

In this paper we show the existence and uniqueness of a solution for a stochastic differential
equation driven by an additive noise which is the sum of two fractional Brownian motions …

Some problems in the theory and applications of stochastic processes can be reduced to
solving integral equations. Such equations, however, rarely have explicit solutions. Useful …

Prediction of Gaussian Volterra processes with compound Poisson jumps - ScienceDirect
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This paper addresses the problem of estimating the Hurst exponent of the fractional
Brownian motion from continuous time noisy sample. When the Hurst parameter is greater …

We consider the sum of two self-similar centred Gaussian processes with different self-
similarity indices. Under the assumption of non-negative correlations and some further minor …

We prove the transfer principle for fractional Ornstein-Uhlenbeck processes, ie, we construct
a Brownian motion that has the same filtration as the fractional Ornstein-Uhlenbeck process …

In this thesis, we deal with several persistence problems for fractional processes.
Persistence concerns the event that a stochastic process has a long excursion staying below …

Limonene and citral are common terpenoid components of Litsea essential oils (LEO), with
antioxidant and antibacterial properties. In this research, the non ionic surfactants were used …