Uniqueness and explosion time of solutions of stochastic differential equations driven by fractional Brownian motion (Q1941303)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniqueness and explosion time of solutions of stochastic differential equations driven by fractional Brownian motion |
scientific article |
Statements
Uniqueness and explosion time of solutions of stochastic differential equations driven by fractional Brownian motion (English)
0 references
12 March 2013
0 references
existence
0 references
uniqueness
0 references
fractional Brownian motion
0 references
non-Lipschitz coefficients
0 references
explosion time
0 references
0 references
