A remark on the mean square distance between the solutions of fractional SDEs and Brownian SDEs (Q4648573): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/17442508.2011.625175 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2091914259 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A relative compactness criterion in Wiener-Sobolev spaces and application to semi-linear stochastic PDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: A version of Hörmander's theorem for the fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic analysis, rough path analysis and fractional Brownian motions. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic integration with respect to Volterra processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5665949 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Malliavin Calculus and Related Topics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: An inequality of the Hölder type, connected with Stieltjes integration / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integration with respect to fractal functions and stochastic calculus. I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Relatively compact families of functionals on abstract Wiener space and applications / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 21:20, 5 July 2024

scientific article; zbMATH DE number 6104693
Language Label Description Also known as
English
A remark on the mean square distance between the solutions of fractional SDEs and Brownian SDEs
scientific article; zbMATH DE number 6104693

    Statements

    A remark on the mean square distance between the solutions of fractional SDEs and Brownian SDEs (English)
    0 references
    0 references
    0 references
    9 November 2012
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    fractional stochastic differential equations
    0 references
    fractional Brownian motion
    0 references
    Malliavin calculus
    0 references
    fractional calculus
    0 references
    existence of a solution
    0 references
    0 references