Weak solution of stochastic differential equations with fractional diffusion coefficient (Q4685691)
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scientific article; zbMATH DE number 6949200
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak solution of stochastic differential equations with fractional diffusion coefficient |
scientific article; zbMATH DE number 6949200 |
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Weak solution of stochastic differential equations with fractional diffusion coefficient (English)
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9 October 2018
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stochastic differential equations
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fractional diffusion coefficient
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martingale representation
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weak convergence
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weak solution
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