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• W2248238965 abstract "In the pathwise stochastic calculus framework, the paper deals with the general study of equations driven by an additive Gaussian noise, with a drift function having an infinite limit at point zero. An ergodic theorem and the convergence of the implicit Euler scheme are proved. The Malliavin calculus is used to study the absolute continuity of the distribution of the solution. An estimation procedure of the parameters of the random component of the model is provided. The properties are transferred on a class of singular stochastic differential equations driven by a multiplicative noise. A fractional Heston model is introduced." @default.
• W2248238965 created "2016-06-24" @default.
• W2248238965 creator A5049029607 @default.
• W2248238965 date "2015-09-01" @default.
• W2248238965 modified "2023-09-25" @default.
• W2248238965 title "Singular equations driven by an additive noise and applications" @default.
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• W2248238965 doi "https://doi.org/10.31390/cosa.9.3.02" @default.
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