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Bibliographic Details
Main Authors:	Han, Xiyue, Schied, Alexander
Format:	Preprint
Published:	2023
Subjects:	Probability
Online Access:	https://arxiv.org/abs/2306.11824
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On the rate of convergence of estimating the Hurst parameter of rough stochastic volatility models
by: Han, Xiyue, et al.
Published: (2025)

The roughness exponent and its model-free estimation
by: Han, Xiyue, et al.
Published: (2021)

Universal portfolios in continuous time: an approach in pathwise Itô calculus
by: Han, Xiyue, et al.
Published: (2025)

Sample Path Properties of the Fractional Wiener--Weierstrass Bridge
by: Schied, Alexander, et al.
Published: (2024)

Uniform in time modulus of continuity of Brownian motion
by: Chevallier, Julien
Published: (2023)

Entrance laws for coalescing and annihilating Brownian motions
by: Tribe, Roger, et al.
Published: (2026)

On the slow points of fractional Brownian motion
by: Khoshnevisan, Davar, et al.
Published: (2026)

Parameter estimation of integrated fractional Brownian motion
by: Mastrogiovanni, Marco, et al.
Published: (2025)

Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion
by: Richard, Alexandre, et al.
Published: (2016)

A note on the continuity in the Hurst index of the solution of rough differential equations driven by a fractional Brownian motion
by: De Vecchi, Francesco C., et al.
Published: (2020)

Wellposedness and averaging principle for conditional distribution dependent SDEs driven by standard Brownian motions and fractional Brownian motions
by: Tan, Li, et al.
Published: (2025)

Robust Faber--Schauder approximation based on discrete observations of an antiderivative
by: Han, Xiyue, et al.
Published: (2022)

Fine properties of fractional Brownian motions on Wiener space
by: Li, Jiawei, et al.
Published: (2018)

Tanaka formula for SDEs driven by fractional Brownian motion
by: Sottinen, Tommi, et al.
Published: (2025)

A Mimicking Theorem for processes driven by fractional Brownian motion
by: Hu, Kevin, et al.
Published: (2024)

A singular SDE driven by additive fractional Brownian motion with Hurst parameter H<1/2
by: Song, Xiaoming, et al.
Published: (2026)

Evaluating Gaussianity of heterogeneous fractional Brownian motion
by: Balcerek, Michał, et al.
Published: (2025)

Testing of tempered fractional Brownian motions
by: Macioszek, Katarzyna, et al.
Published: (2025)

Fluctuations of the additive martingales related to super-Brownian motion
by: Yang, Ting
Published: (2024)

Arcsine laws for Brownian motion with Poissonian resetting
by: Taźbierski, Kacper, et al.
Published: (2025)

Strassen's local law of the iterated logarithm for the generalized fractional Brownian motion
by: Wang, Ran, et al.
Published: (2024)

Long range voter models and dynamical fractional Brownian motion
by: Drogin, Reuben
Published: (2023)

Large deviation principle for fractional Brownian motion with respect to capacity
by: Li, Jiawei, et al.
Published: (2018)

Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion
by: López-Mimbela, José Alfredo, et al.
Published: (2023)

The inhomogeneous fractional stochastic heat equation driven by fractional Brownian motion
by: Alessa, R., et al.
Published: (2024)

On the tightness of the maximum of branching Brownian motion in random environment
by: Černý, Jiří, et al.
Published: (2022)

Strong solutions to SDEs with singular drifts driven by fractional Brownian motions
by: Gu, Jiazhen, et al.
Published: (2026)

Exponential Euler method for stiff SDEs driven by fractional Brownian motion
by: Chen, Haozhe, et al.
Published: (2024)

Entropy of Wiener integrals with respect to fractional Brownian motion
by: Bodnarchuk, Iryna, et al.
Published: (2025)

BSDEs driven by G-Brownian motion with time-varying uniformly continuous generators
by: Zhao, Bingru
Published: (2024)

An Itô-Wentzell formula for the fractional Brownian motion
by: Maia, Luís
Published: (2024)

On the exponential integrability of the derivative of intersection and self-intersection local time for fractional Brownian motion and a limit theorem related to the self-intersection local time for fractional Brownian motion
by: Das, Kaustav, et al.
Published: (2025)

Formalization of Brownian motion in Lean
by: Degenne, Rémy, et al.
Published: (2025)

Weierstrass Bridges
by: Schied, Alexander, et al.
Published: (2023)

First-passage area distribution and optimal fluctuations of fractional Brownian motion
by: Hartmann, A. K., et al.
Published: (2023)

Two-dimensional fractional Brownian motion: Analysis in time and frequency domains
by: Balcerek, Michał, et al.
Published: (2025)

Synchronization of stochastic dissipative differential equation driven by fractional Brownian motions
by: Cao, Qiyong, et al.
Published: (2025)

Gaussian-type density estimates for mixed SDEs driven by correlated fractional Brownian motions
by: Buthenhoff, Maximilian, et al.
Published: (2025)

Distribution-flow dependent SDEs driven by (fractional) Brownian motion and Navier-Stokes equations
by: Hao, Zimo, et al.
Published: (2024)

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// Anecdotal testing Today and Yesterday seems to indicate destroy() // is called by the garbage collector and everything is good. // Something to keep in mind though. return 0; } /** * Write function that is called when session data is to be saved. * * @param string $sessId The current session ID * @param string $data The session data to write * * @return bool */ public function write($sessId, $data): bool { if ($this->writesDisabled) { return true; } return $this->saveSession($sessId, $data); } /** * A function that is called internally when session data is to be saved. * * @param string $sessId The current session ID * @param string $data The session data to write * * @return bool */ abstract protected function saveSession($sessId, $data): bool; }

* * @return void */ public function writeClose() { // The assumption is that we're using PHP's ext/session. // session_write_close() will actually overwrite $_SESSION with an // empty array on completion -- which leads to a mismatch between what // is in the storage object and $_SESSION. To get around this, we // temporarily reset $_SESSION to an array, and then re-link it to // the storage object. // // Additionally, while you _can_ write to $_SESSION following a // session_write_close() operation, no changes made to it will be // flushed to the session handler. As such, we now mark the storage // object isImmutable. $storage = $this->getStorage(); if (! $storage->isImmutable()) { $_SESSION = $storage->toArray(true); session_write_close(); $storage->fromArray($_SESSION); $storage->markImmutable(); } } /** * Attempt to set the session name * * If the session has already been started, or if the name provided fails * validation, an exception will be raised. * * @param string $name * @return SessionManager * @throws Exception\InvalidArgumentException */ public function setName($name) { if ($this->sessionExists()) { throw new Exception\InvalidArgumentException( 'Cannot set session name after a session has already started'

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