Existence and uniqueness of the solution of stochastic differential equation involving Wiener process and fractional Brownian motion with Hurst index \(H > 1/2\) (Q2890082)
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scientific article; zbMATH DE number 6044172
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| English | Existence and uniqueness of the solution of stochastic differential equation involving Wiener process and fractional Brownian motion with Hurst index \(H > 1/2\) |
scientific article; zbMATH DE number 6044172 |
Statements
Existence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst Index<i>H</i> > 1/2 (English)
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8 June 2012
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Euler approximation
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fractional Brownian motion
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mixed stochastic differential equation
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pathwise integral
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0.8996195793151855
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0.8880518078804016
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0.885323166847229
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0.8791019320487976
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