Finiteness of moments of solutions to mixed-type stochastic differential equations driven by standard and fractional Brownian motions (Q2659256)
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scientific article; zbMATH DE number 7327881
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| English | Finiteness of moments of solutions to mixed-type stochastic differential equations driven by standard and fractional Brownian motions |
scientific article; zbMATH DE number 7327881 |
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Finiteness of moments of solutions to mixed-type stochastic differential equations driven by standard and fractional Brownian motions (English)
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26 March 2021
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fractional Brownian motion
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Hurst index
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0.8370150923728943
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0.8206591010093689
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0.8166406750679016
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0.8162998557090759
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