Existence and upper bound for the density of solutions of stochastic differential equations driven by generalized grey noise (Q4584689): Difference between revisions

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scientific article; zbMATH DE number 6931432

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English	Existence and upper bound for the density of solutions of stochastic differential equations driven by generalized grey noise	scientific article; zbMATH DE number 6931432

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instance of

scholarly article

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title

Existence and upper bound for the density of solutions of stochastic differential equations driven by generalized grey noise (English)

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4 September 2018

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zbMATH Keywords

generalised grey Brownian motion

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fractional Brownian motion

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stochastic differential equations

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absolute continuity

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/17442508.2017.1297811

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cites work

A version of Hörmander's theorem for the fractional Brownian motion

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On probability laws of solutions to differential systems driven by a fractional Brownian motion

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Upper bounds for the density of solutions to stochastic differential equations driven by fractional Brownian motions

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LÉVY FLIGHT SUPERDIFFUSION: AN INTRODUCTION

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Q5436608

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Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young

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The \(M\)-Wright function in time-fractional diffusion processes: a tutorial survey

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Fractional Brownian Motions, Fractional Noises and Applications

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A class of self-similar stochastic processes with stationary increments to model anomalous diffusion in physics

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Characterizations and simulations of a class of stochastic processes to model anomalous diffusion

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On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion

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The Malliavin Calculus and Related Topics

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Differential equations driven by fractional Brownian motion

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Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion

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A stability result for stochastic differential equations driven by fractional Brownian motions

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Q4028304

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Q4407596

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Integration with respect to fractal functions and stochastic calculus. I

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Identifiers

zbMATH Open document ID

1394.60059

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DOI

10.1080/17442508.2017.1297811

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4584689

@@ Property / cites work @@
+A version of Hörmander's theorem for the fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+On probability laws of solutions to differential systems driven by a fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Upper bounds for the density of solutions to stochastic differential equations driven by fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+LÉVY FLIGHT SUPERDIFFUSION: AN INTRODUCTION
@@ Property / cites work: LÉVY FLIGHT SUPERDIFFUSION: AN INTRODUCTION / rank @@
+Normal rank
@@ Property / cites work @@
+Q5436608
@@ Property / cites work: Q5436608 / rank @@
+Normal rank
@@ Property / cites work @@
+Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
+Normal rank
@@ Property / cites work @@
+The \(M\)-Wright function in time-fractional diffusion processes: a tutorial survey
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+A class of self-similar stochastic processes with stationary increments to model anomalous diffusion in physics
+Normal rank
@@ Property / cites work @@
+Characterizations and simulations of a class of stochastic processes to model anomalous diffusion
+Normal rank
@@ Property / cites work @@
+On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
+Normal rank
@@ Property / cites work @@
+Differential equations driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+A stability result for stochastic differential equations driven by fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Q4028304
@@ Property / cites work: Q4028304 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4407596
@@ Property / cites work: Q4407596 / rank @@
+Normal rank
@@ Property / cites work @@
+Integration with respect to fractal functions and stochastic calculus. I
+Normal rank