A singular stochastic differential equation driven by fractional Brownian motion

DOI10.1016/j.spl.2008.01.080zbMath1283.60089arXiv0711.2507OpenAlexW2005449656WikidataQ115341088 ScholiaQ115341088MaRDI QIDQ730713

David Nualart, Yaozhong Hu, Xiao-Ming Song

Publication date: 30 September 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0711.2507

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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