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scientific article; zbMATH DE number 7781218

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7781218

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scholarly article

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Kęstutis Kubilius

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publication date

20 December 2023

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full work available at URL

https://www.journals.vu.lt/nonlinear-analysis/article/view/33508

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

stochastic differential equations

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stochastic forcing

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fractional Brownian motion

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Picard iteration

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Vasicek process

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\(p\)-variation

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MaRDI profile type

MaRDI publication profile

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EXISTENCE OF STRONG SOLUTIONS AND UNIQUENESS IN LAW FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION

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

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Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions

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Convergence of a numerical scheme associated to stochastic differential equations with fractional Brownian motion

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An approximation of a nonlinear integral equation driven by a function of bounded \(p\)-variation

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The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type.

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Estimation of the Hurst index of the solutions of fractional SDE with locally Lipschitz drift

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Stochastic differential equations with time-dependent coefficients driven by fractional Brownian motion

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Rate of convergence of Euler approximation of time-dependent mixed SDEs driven by Brownian motions and fractional Brownian motions

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Modified Euler approximation of stochastic differential equation driven by Brownian motion and fractional Brownian motion

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The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion

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Existence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst Index<i>H</i> > 1/2

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Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions

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Fractional Cox-Ingersoll-Ross process with non-zero ``mean''

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Regularization of differential equations by fractional noise.

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Differential equations driven by fractional Brownian motion

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

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Mixed stochastic differential equations: existence and uniqueness result

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Stochastic differential equations driven by fractional Brownian motion

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An inequality of the Hölder type, connected with Stieltjes integration

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Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation

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Mathematics(1 entry)

mardi Publication:6182100

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