Non-Lipschitz stochastic differential equations driven by fractional Brownian (Q5282690)
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scientific article; zbMATH DE number 6747360
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| default for all languages | No label defined |
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| English | Non-Lipschitz stochastic differential equations driven by fractional Brownian |
scientific article; zbMATH DE number 6747360 |
Statements
14 July 2017
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fractional Brownian motion
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generalized Stieltjes integral
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non-Lipschitz stochastic differential equation
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adapted solution
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0.9509276151657104
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0.9008795619010924
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0.8957356810569763
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0.8901001214981079
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