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

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-Li-Ping Xu
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+Li-Ping Xu
@@ Property / author: Li-Ping Xu / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.physa.2019.121565
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+W2947456809
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@@ Property / cites work @@
+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
@@ Property / cites work: Q3141895 / rank @@
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+Q4811448
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@@ Property / cites work @@
+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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+Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
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