Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion

DOI10.1080/07362990802286483zbMath1151.60028arXiv0801.4963OpenAlexW2021442604MaRDI QIDQ3535734

David Nualart, João M. E. Guerra

Publication date: 14 November 2008

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0801.4963

zbMATH Keywords

fractional Brownian motionstochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

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