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Publications by B.L.S. Prakasa Rao

Option Pricing for Processes Driven by Mixed Fractional Brownian Motion With Superimposed Jumps

Probability in the Engineering and Informational Sciences

Manufacturing Engineering

Management Science

Operations Research

English

Related publications

Asian Option Pricing With Monotonous Transaction Costs Under Fractional Brownian Motion

Journal of Applied Mathematics

Applied Mathematics

English

Super Fractional Brownian Motion, Fractional Super Brownian Motion and Related Self-Similar (Super) Processes

English

The Pricing for Warrant Bonds Under Double Fractional Brownian Motion

Advances in Applied Mathematics

English

Convergence of Delay Differential Equations Driven by Fractional Brownian Motion

Journal of Evolution Equations

English

Stochastic Averaging Principle for Differential Equations With Non-Lipschitz Coefficients Driven by Fractional Brownian Motion

Stochastics and Dynamics

English

Parametric Estimation for Linear Stochastic Delay Differential Equations Driven by Fractional Brownian Motion

Random Operators and Stochastic Equations

English

Harnack Inequality and Applications for Stochastic Retarded Differential Equations Driven by Fractional Brownian Motion

Journal of Partial Differential Equations

English

Asymptotic Error Distributions of the Crank–Nicholson Scheme for SDEs Driven by Fractional Brownian Motion

Journal of Theoretical Probability

English

P-Th Moment Exponential Convergence Analysis for Stochastic Networked Systems Driven by Fractional Brownian Motion

Complex & Intelligent Systems

English