A support theorem for stochastic differential equations driven by a fractional Brownian motion

DOI10.1007/s10959-022-01186-wWikidataQ113901052 ScholiaQ113901052MaRDI QIDQ6103735

Jie Xu, Jie Ren, Yanhua Sun

Publication date: 5 June 2023

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionsupport theoremItô-Volterra equations

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15)

Cites Work

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