Semilinear fractional stochastic differential equations

zbMath1053.60074MaRDI QIDQ1394553

Constantin Tudor, Jorge A. Leon

Publication date: 2002

Published in: Boletín de la Sociedad Matemática Mexicana. Third Series (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionMalliavin calculusforward integral

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integral equations (60H20)

Related Items (1)

Semilinear fractional stochastic differential equations driven by a γ-Hölder continuous signal with γ > 2/3

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