Please use this identifier to cite or link to this item:
https://olympias.lib.uoi.gr/jspui/handle/123456789/11325| Title: | The exact discrete model of a system of linear stochastic differential equations driven by fractional noise |
| Institution and School/Department of submitter: | Πανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Κοινωνικών Επιστημών. Τμήμα Οικονομικών Επιστημών |
| Keywords: | Stochastic differential equations, fractional noise, long memory, exact discretization |
| URI: | https://olympias.lib.uoi.gr/jspui/handle/123456789/11325 |
| Publisher: | Blackwell Publishing |
| Appears in Collections: | Άρθρα σε επιστημονικά περιοδικά ( Ανοικτά) - ΟΕ |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Simos-2007-The exact discrete.pdf | 368.73 kB | Adobe PDF | View/Open Request a copy |
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