Stochastic differential equations driven by fractional Brownian motion (Q1726714): Difference between revisions

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-Li-Ping Xu
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-Luo, Jiaowan
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@@ Property / author @@
+Li-Ping Xu
@@ Property / author: Li-Ping Xu / rank @@
+Normal rank
@@ Property / author @@
+Luo, Jiaowan
@@ Property / author: Luo, Jiaowan / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2018.06.012
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+W2883063521
@@ Property / OpenAlex ID: W2883063521 / rank @@
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@@ Property / cites work @@
+Q4213420
@@ Property / cites work: Q4213420 / rank @@
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@@ Property / cites work @@
+On a SDE driven by a fractional Brownian motion and with monotone drift
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@@ Property / cites work @@
+Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness
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@@ Property / cites work @@
+Q3959169
@@ Property / cites work: Q3959169 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with continuous coefficient
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+Deterministic characterization of viability for stochastic differential equation driven by fractional Brownian motion
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+Regularization of differential equations by fractional noise.
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@@ Property / cites work @@
+Differential equations driven by fractional Brownian motion
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+ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
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+A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
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@@ links / mardi / name / links / mardi / name @@
+Publication:1726714