Mixed stochastic delay differential equations (Q2944762): Difference between revisions

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-Georgiy M. Shevchenko
@@ Property / author: Georgiy M. Shevchenko / rank @@
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+Georgiy M. Shevchenko
@@ Property / author: Georgiy M. Shevchenko / rank @@
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+MaRDI publication profile
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+.0590
@@ Property / arXiv ID: 1306.0590 / rank @@
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@@ Property / cites work @@
+Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion
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+Functional differential equations driven by a fractional Brownian motion
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@@ Property / cites work @@
+Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\)
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@@ Property / cites work @@
+Convergence of delay differential equations driven by fractional Brownian motion
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+Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
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@@ Property / cites work @@
+The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type.
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@@ Property / cites work @@
+Malliavin calculus for fractional delay equations
@@ Property / cites work: Malliavin calculus for fractional delay equations / rank @@
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@@ Property / cites work @@
+The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications
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@@ Property / cites work @@
+Existence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst Index<i>H</i> &gt; 1/2
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@@ Property / cites work @@
+Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions
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@@ Property / cites work @@
+Q4379368
@@ Property / cites work: Q4379368 / rank @@
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@@ Property / cites work @@
+Delay equations driven by rough paths
@@ Property / cites work: Delay equations driven by rough paths / rank @@
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@@ Property / cites work @@
+Differential equations driven by fractional Brownian motion
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@@ Property / cites work @@
+Mixed fractional stochastic differential equations with jumps
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@@ Property / cites work @@
+Malliavin regularity of solutions to mixed stochastic differential equations
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@@ Property / cites work @@
+Integration with respect to fractal functions and stochastic calculus. I
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@@ links / mardi / name / links / mardi / name @@
+Publication:2944762