On moment estimates and continuity for solutions of SDEs driven by fractional Brownian motions under non-Lipschitz conditions (Q1686376)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On moment estimates and continuity for solutions of SDEs driven by fractional Brownian motions under non-Lipschitz conditions |
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On moment estimates and continuity for solutions of SDEs driven by fractional Brownian motions under non-Lipschitz conditions (English)
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22 December 2017
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\(p\)th moment estimates
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divergence
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Itô formula
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fractional Brownian motion
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