On weak solutions of an integral equation driven by a \(p\)-semimartingale of special type (Q1415881): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Latest revision as of 05:17, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On weak solutions of an integral equation driven by a \(p\)-semimartingale of special type |
scientific article |
Statements
On weak solutions of an integral equation driven by a \(p\)-semimartingale of special type (English)
0 references
9 December 2003
0 references
The author presents sufficient conditions for the existence of a weak solution to an integral equation driven by a standard Brownian motion and by a fractional Brownian motion.
0 references
stochastic integral equations
0 references
fractional Brownian motion
0 references
\(p\)-variation
0 references
