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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scientific article; zbMATH DE number 5989259
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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
    scientific article; zbMATH DE number 5989259

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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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