Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions (Q356320): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Georgiy M. Shevchenko / rank | |||
Normal rank | |||
Revision as of 06:52, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions |
scientific article |
Statements
Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions (English)
0 references
25 July 2013
0 references
mixed stochastic differential equation
0 references
pathwise integral
0 references
long-range dependence
0 references
fractional Brownian motion
0 references
stochastic differential equation with random drift
0 references
