Almost periodic solutions in distribution to affine stochastic differential equations driven by a fractional Brownian motion (Q2113579)
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| Language | Label | Description | Also known as |
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| English | Almost periodic solutions in distribution to affine stochastic differential equations driven by a fractional Brownian motion |
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Almost periodic solutions in distribution to affine stochastic differential equations driven by a fractional Brownian motion (English)
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14 March 2022
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The main object of this paper is to show that under some technical conditions an affine stochastic differential equation with almost periodic coefficients driven by a fractional Brownian motion has a unique solution in distribution. The proof uses the chaos decomposition and the representation of the fractional Brownian motion in terms of a standard Brownian motion.
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fractional Brownian motion
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multiple stochastic integral
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almost periodic solution
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chaos decomposition
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