Mixed fractional stochastic differential equations with jumps (Q2875263)

From MaRDI portal
Revision as of 22:13, 8 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Mixed fractional stochastic differential equations with jumps
scientific article

    Statements

    title
    Mixed fractional stochastic differential equations with jumps (English)
    0 references
    published in
    Stochastics
    0 references
    publication date
    14 August 2014
    0 references
    Mathematics Subject Classification ID
    60H10
    0 references
    60G22
    0 references
    60G15
    0 references
    60J65
    0 references
    zbMATH DE Number
    6330196
    0 references
    zbMATH Keywords
    stochastic differential equation
    0 references
    fractional Brownian motion
    0 references
    Wiener process
    0 references
    Poisson measure
    0 references
    finite moments
    0 references
    OpenAlex ID
    W1999543235
    0 references
    arXiv ID
    1206.3637
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2875263&oldid=35405116"
    Powered by MediaWiki