A remark on the mean square distance between the solutions of fractional SDEs and Brownian SDEs (Q4648573)
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scientific article; zbMATH DE number 6104693
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A remark on the mean square distance between the solutions of fractional SDEs and Brownian SDEs |
scientific article; zbMATH DE number 6104693 |
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A remark on the mean square distance between the solutions of fractional SDEs and Brownian SDEs (English)
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9 November 2012
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fractional stochastic differential equations
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fractional Brownian motion
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Malliavin calculus
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fractional calculus
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existence of a solution
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