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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+MaRDI publication profile
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+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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+Transformation formulas for fractional Brownian motion
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+Stochastic analysis of the fractional Brownian motion
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+Stochastic calculus for fractional Brownian motion and related processes.
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