Abstract and Applied Analysis

Long-Memory Processes and Applications


Publishing date
02 May 2014
Status
Published
Submission deadline
13 Dec 2013

Lead Editor

1Department of Mathematics, University of Kansas, Lawrence, KS v66045, USA

2Wuhan Institute of Physics and Mathematics, Chinese Academy of Sciences, P.O. Box 71010, Wuhan 430071, China

3School of Management, Zhejiang University, Yuhangtan Road No. 866, Hanzhou 310058, China

4Department of Mathematics, Donghua University, 2999 North People's Road, Shanghai 201620, China


Long-Memory Processes and Applications

Description

Long-memory processes can be used to describe natural and social phenomena which display long-memory characters. Some important long-memory processes include fractional Brownian motions, bifractional Brownian motions, and some other Gaussian processes. Since they are neither Markov processes nor semimartingales, the beautiful theory of stochastic analysis developed for semimartingale theory or for Markov processes cannot be applied. It is necessary to develop useful mathematical tools to analyze this class of processes. We invite authors to submit original research and review articles that seek to understand the intrinsic properties of long-memory processes and that aim to develop some mathematical tools for such processes. We are interested in articles that deal with applications of long-memory processes to mathematical finance and to biological science. Potential topics include, but are not limited to:

  • Intrinsic properties of long-memory processes
  • Stochastic analysis of fractional Brownian motions and bifractional Brownian motions
  • Local times and self-intersection local times of fractional Brownian motions and bifractional Brownian motions
  • Stochastic differential equations and stochastic partial differential equations driven by fractional Brownian motions and bifractional Brownian motions
  • Statistical analysis of linear and nonlinear systems driven by fractional Brownian motions and bifractional Brownian motions
  • Applications of long-memory processes to mathematical finance
  • Applications of long-memory processes to biological science
  • Other relevant topics such as subdiffusion, self-similar processes, and Levy processes

Before submission, authors should carefully read over the journal’s Authors Guidelines, which are located at http://www.hindawi.com/journals/aaa/guidelines/. Prospective authors should submit an electronic copy of their complete manuscript through the journal Manuscript Tracking System at http://mts.hindawi.com/submit/journals/aaa/lmp/ according to the following timetable:


Articles

  • Special Issue
  • - Volume 2014
  • - Article ID 384085
  • - Editorial

Long-Memory Processes and Applications

Yiming Ding | Yaozhong Hu | ... | Litan Yan
  • Special Issue
  • - Volume 2014
  • - Article ID 758270
  • - Research Article

On a Fractional SPDE Driven by Fractional Noise and a Pure Jump Lévy Noise in

Xichao Sun | Zhi Wang | Jing Cui
  • Special Issue
  • - Volume 2014
  • - Article ID 380718
  • - Research Article

Pricing of Equity Indexed Annuity under Fractional Brownian Motion Model

Lin Xu | Guangjun Shen | Dingjun Yao
  • Special Issue
  • - Volume 2014
  • - Article ID 412848
  • - Research Article

Feller Property for a Special Hybrid Jump-Diffusion Model

Jinying Tong
  • Special Issue
  • - Volume 2014
  • - Article ID 219876
  • - Research Article

Identification of the Point Sources in Some Stochastic Wave Equations

Yaozhong Hu | Guanglin Rang
  • Special Issue
  • - Volume 2014
  • - Article ID 732735
  • - Research Article

Asymptotics for the Solutions to Defective Renewal Equations

Kaiyong Wang | Yang Chen | Zhongquan Tan
  • Special Issue
  • - Volume 2014
  • - Article ID 481971
  • - Research Article

Stability of Stochastic Differential Delay Systems with Delayed Impulses

Yanlei Wu
  • Special Issue
  • - Volume 2014
  • - Article ID 462982
  • - Research Article

Parameter Estimation for Long-Memory Stochastic Volatility at Discrete Observation

Xiaohui Wang | Weiguo Zhang
  • Special Issue
  • - Volume 2014
  • - Article ID 194341
  • - Research Article

Mean-Field Forward-Backward Doubly Stochastic Differential Equations and Related Nonlocal Stochastic Partial Differential Equations

Qingfeng Zhu | Yufeng Shi
  • Special Issue
  • - Volume 2014
  • - Article ID 947171
  • - Research Article

Polar Functions for Anisotropic Gaussian Random Fields

Zhenlong Chen
Abstract and Applied Analysis
 Journal metrics
Acceptance rate12%
Submission to final decision44 days
Acceptance to publication39 days
CiteScore1.300
Impact Factor-
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