Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions (Q356320)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions |
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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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