1
题目：Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion
来源：Statistics & Probability Letters, Volume 38, Issue 3, 15 June 1998, Pages 263-274
作者：Alain Le Breton

2

题目：A note on “Least squares estimator for discretely observed Ornstein–Uhlenbeck processes with small Lévy noises”
来源：Statistics & Probability Letters, In Press, Corrected Proof, Available online 15 June 2010
作者：Chunhua Ma

3


题目：When does fractional Brownian motion not behave as a continuous function with bounded variation?
来源：Statistics & Probability Letters, In Press, Corrected Proof, Available online 18 June 2010
作者：Ehsan Azmoodeh, Heikki Tikanmäki, Esko Valkeila


4

题目：Minimax estimation of linear functionals under squared error loss
来源：Journal of Statistical Planning and Inference, Volume 139, Issue 9, 1 September 2009, Pages 3160-3176
作者：Meng Zhao, K.B. Kulasekera


5
题目：Stochastic volatility and fractional Brownian motion
来源：Stochastic Processes and their Applications, Volume 113, Issue 1, September 2004, Pages 143-172
作者：A. Gloter, M. Hoffmann

6
题目：Option pricing of a bi-fractional Black–Merton–Scholes model with the Hurst exponent H in
来源：Applied Mathematics Letters, Volume 23, Issue 8, August 2010, Pages 859-863
作者：Jin-Rong Liang, Jun Wang, Wen-Jun Zhang, Wei-Yuan Qiu, Fu-Yao Ren