KUBILIUS, Kęstutis. Estimation of the Hurst index of the solutions of fractional SDE with locally Lipschitz drift.
Nonlinear Analysis: Modelling and Control,
[S. l.], v. 25, n. 6, p. 1059–1078, 2020. DOI:
10.15388/namc.2020.25.20565. Disponível em:
https://www.journals.vu.lt/nonlinear-analysis/article/view/20565. Acesso em: 11 apr. 2025.