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scientific article; zbMATH DE number 7594604

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7594604

Statements

scholarly article

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publication date

29 September 2022

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full work available at URL

https://www.actamath.com/Jwk_sxxb_cn/EN/Y2022/V65/I2/393

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zbMATH Keywords

fractional Brownian motion

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mixed fractional Brownian motion

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nonlipschitz conditions

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p-th moment estimates

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continuity

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MaRDI profile type

MaRDI publication profile

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Stochastic calculus with respect to Gaussian processes

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Stochastic integration with respect to the fractional Brownian motion

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Peng's maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion

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Mixed fractional Brownian motion

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Stochastic analysis of the fractional Brownian motion

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Stochastic Calculus for Fractional Brownian Motion I. Theory

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Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion

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Stochastic and multiple Wiener integrals for Gaussian processes

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Mixed stochastic differential equations: existence and uniqueness result

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On the \(p\)th moment estimates for the solution of stochastic differential equations

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Weighted power variation of integrals with respect to a Gaussian process

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Wick–Itô formula for regular processes and applications to the Black and Scholes formula

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Inequalities for differential and integral equations

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On the non-Lipschitz stochastic differential equations driven by fractional Brownian motion

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Existence, uniqueness and stability of the solutions to neutral stochastic functional differential equations with infinite delay

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On moment estimates and continuity for solutions of SDEs driven by fractional Brownian motions under non-Lipschitz conditions

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The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay

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Existence-uniqueness and continuation theorems for stochastic functional differential equations

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Uniqueness and explosion time of solutions of stochastic differential equations driven by fractional Brownian motion

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On the mixed fractional Brownian motion

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:5038000

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