Finiteness of moments of solutions to mixed-type stochastic differential equations driven by standard and fractional Brownian motions (Q2659256)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Finiteness of moments of solutions to mixed-type stochastic differential equations driven by standard and fractional Brownian motions
scientific article

    Statements

    Finiteness of moments of solutions to mixed-type stochastic differential equations driven by standard and fractional Brownian motions (English)
    0 references
    0 references
    0 references
    26 March 2021
    0 references
    0 references
    fractional Brownian motion
    0 references
    Hurst index
    0 references
    0 references
    0 references