EXISTENCE OF STRONG SOLUTIONS AND UNIQUENESS IN LAW FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION (Q3643576)
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scientific article; zbMATH DE number 5627358
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| English | EXISTENCE OF STRONG SOLUTIONS AND UNIQUENESS IN LAW FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION |
scientific article; zbMATH DE number 5627358 |
Statements
EXISTENCE OF STRONG SOLUTIONS AND UNIQUENESS IN LAW FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION (English)
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9 November 2009
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fractional Brownian motion
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stochastic differential equations
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existence and uniqueness of the solution
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0.9124085903167723
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0.9040448069572448
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0.9025520086288452
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0.885323166847229
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0.88486248254776
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