Weak solutions to stochastic differential equations driven by fractional brownian motion (Q3070168)
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scientific article; zbMATH DE number 5844074
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| English | Weak solutions to stochastic differential equations driven by fractional brownian motion |
scientific article; zbMATH DE number 5844074 |
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Weak solutions to stochastic differential equations driven by fractional brownian motion (English)
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2 February 2011
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fractional Brownian motion
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Girsanov theorem
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weak solution
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0.95629543
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0.9454031
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0.9418838
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0.9406691
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0.93832093
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0.9374831
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0.93707687
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0.9365417
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