Stochastic differential equations with time-dependent coefficients driven by fractional Brownian motion (Q2162176): Difference between revisions

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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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+Regularization of differential equations by fractional noise.
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+Weak solutions for stochastic differential equations with additive fractional noise
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+Existence and uniqueness for solutions of one dimensional SDE'<scp>s</scp> driven by an additive fractional noise
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+On a SDE driven by a fractional Brownian motion and with monotone drift
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+Transformation formulas for fractional Brownian motion
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+Stochastic analysis of the fractional Brownian motion
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+Stochastic calculus with respect to Gaussian processes
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+Q3141895
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+Q4811448
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+Stochastic calculus for fractional Brownian motion and related processes.
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+The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion
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+Weak solutions to stochastic differential equations driven by fractional brownian motion
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+Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
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