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 (Q2890082)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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 |
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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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