A remark on the mean square distance between the solutions of fractional SDEs and Brownian SDEs (Q4648573): Difference between revisions

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Latest revision as of 21:20, 5 July 2024

scientific article; zbMATH DE number 6104693
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English
A remark on the mean square distance between the solutions of fractional SDEs and Brownian SDEs
scientific article; zbMATH DE number 6104693

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    A remark on the mean square distance between the solutions of fractional SDEs and Brownian SDEs (English)
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    9 November 2012
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    fractional stochastic differential equations
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    fractional Brownian motion
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    Malliavin calculus
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    fractional calculus
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    existence of a solution
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