Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions (Q356320)
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scientific article; zbMATH DE number 6191635
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| English | Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions |
scientific article; zbMATH DE number 6191635 |
Statements
Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions (English)
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25 July 2013
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mixed stochastic differential equation
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pathwise integral
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long-range dependence
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fractional Brownian motion
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stochastic differential equation with random drift
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0.8328627347946167
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0.8289852142333984
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0.8252373933792114
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0.815215528011322
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0.8133705258369446
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