Modern Stochastics Theory and Applications

Fractional Cox–Ingersoll–Ross process with non-zero «mean»

2018 · 24 citations · Full text

Engineering, Mathematics, Financial Economics +10

Weighted entropy: basic inequalities

2017 · 21 citations · Full text

Natural Sciences, Mathematics, Information Theory +13

Generalized fractional Brownian motion

2017 · 19 citations · Full text

Engineering, Mathematics, Physics +12

Detecting independence of random vectors: generalized distance covariance and Gaussian covariance

Björn Böttcher, Martin Keller‐Ressel, René L. Schilling · 2018 · 18 citations · Full text

Natural Sciences, Mathematics, Probability Theory +8

Estimation of the drift parameter for the fractional stochastic heat equation via power variation

2019 · 18 citations · Full text

Engineering, Physics, Stochastic Modeling +11