Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions (Q356320): Difference between revisions

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Property / DOI: 10.1016/j.camwa.2012.03.061 / rank
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Property / arXiv ID: 1112.2332 / rank
 
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Latest revision as of 15:16, 9 December 2024

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Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions
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    Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions (English)
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    25 July 2013
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    mixed stochastic differential equation
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    pathwise integral
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    long-range dependence
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    fractional Brownian motion
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    stochastic differential equation with random drift
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