Weak solutions to stochastic differential equations driven by fractional brownian motion
From MaRDI portal
Publication:3070168
DOI10.1007/s10587-009-0062-yzbMath1224.60149MaRDI QIDQ3070168
Publication date: 2 February 2011
Published in: Czechoslovak Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/37965
60G22: Fractional processes, including fractional Brownian motion
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
Related Items
Moment estimates and applications for SDEs driven by fractional Brownian motions with irregular drifts, Stochastic differential equations with time-dependent coefficients driven by fractional Brownian motion
Cites Work
- Differential equations driven by rough signals
- Stochastic analysis of the fractional Brownian motion
- Evolution equations driven by a fractional Brownian motion
- Differential equations driven by fractional Brownian motion
- Weak solutions for stochastic differential equations with additive fractional noise
- On a SDE driven by a fractional Brownian motion and with monotone drift
- Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
- On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion
- Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter \(H \in (0,\frac {1}{2})\)
- Regularization of differential equations by fractional noise.
- Integral transformations and anticipative calculus for fractional Brownian motions
- Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion
- Existence and uniqueness for solutions of one dimensional SDE'<scp>s</scp> driven by an additive fractional noise
- Stochastic differential equations with fractal noise
- Stochastic calculus with respect to Gaussian processes
- Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
- Stochastic Equations in Infinite Dimensions
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item