On weak solutions of an integral equation driven by a \(p\)-semimartingale of special type (Q1415881): Difference between revisions
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Revision as of 15:31, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | On weak solutions of an integral equation driven by a \(p\)-semimartingale of special type |
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On weak solutions of an integral equation driven by a \(p\)-semimartingale of special type (English)
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9 December 2003
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The author presents sufficient conditions for the existence of a weak solution to an integral equation driven by a standard Brownian motion and by a fractional Brownian motion.
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stochastic integral equations
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fractional Brownian motion
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\(p\)-variation
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