Itô type stochastic differential equations driven by fractional Brownian motions of Hurst parameter \(H>1/2\) (Q5086444)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Itô type stochastic differential equations driven by fractional Brownian motions of Hurst parameter H>1/2 |
scientific article; zbMATH DE number 7553383
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Itô type stochastic differential equations driven by fractional Brownian motions of Hurst parameter \(H>1/2\) |
scientific article; zbMATH DE number 7553383 |
Statements
Itô type stochastic differential equations driven by fractional Brownian motions of Hurst parameter (English)
0 references
5 July 2022
0 references
fractional Brownian motions
0 references
Itô type stochastic integral
0 references
Itô formula
0 references
Itô type stochastic
0 references
differential equation
0 references
Malliavin derivative
0 references
characteristic curve equation
0 references
modified Picard iteration
0 references
contraction principle
0 references
existence and uniqueness of solution
0 references
linear and quasilinear equations
0 references
global solution
0 references
0 references
0 references
0.8583968281745911
0 references
0.8479371666908264
0 references
0.8462323546409607
0 references
0.8452579975128174
0 references
0.8416037559509277
0 references
