Weak solutions for stochastic differential equations with additive fractional noise (Q5384782)
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scientific article; zbMATH DE number 7073212
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak solutions for stochastic differential equations with additive fractional noise |
scientific article; zbMATH DE number 7073212 |
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Weak solutions for stochastic differential equations with additive fractional noise (English)
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25 June 2019
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stochastic differential equation
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fractional Brownian motion
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weak solution
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Girsanov theorem
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