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scientific article; zbMATH DE number 6747360
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scientific article; zbMATH DE number 6747360

    Statements

    publication date
    14 July 2017
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    zbMATH Keywords
    fractional Brownian motion
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    generalized Stieltjes integral
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    non-Lipschitz stochastic differential equation
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    adapted solution
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    author
    Qi-kang Ran
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    60H05
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    60G22
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    zbMATH DE Number
    6747360
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