Stochastic differential equations driven by a Wiener process and fractional Brownian motion: convergence in Besov space with respect to a parameter (Q651606)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential equations driven by a Wiener process and fractional Brownian motion: convergence in Besov space with respect to a parameter |
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Stochastic differential equations driven by a Wiener process and fractional Brownian motion: convergence in Besov space with respect to a parameter (English)
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18 December 2011
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fractional Brownian motion
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Wiener process
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mixed stochastic differential equation
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Besov space
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continuous dependence on a parameter
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