Existence and uniqueness of strong solutions of mixed-type stochastic differential equations driven by fractional Brownian motions with Hurst exponents \(H>1/4 \) (Q6609727)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Existence and uniqueness of strong solutions of mixed-type stochastic differential equations driven by fractional Brownian motions with Hurst exponents \(H>1/4 \) |
scientific article; zbMATH DE number 7917701
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Existence and uniqueness of strong solutions of mixed-type stochastic differential equations driven by fractional Brownian motions with Hurst exponents \(H>1/4 \) |
scientific article; zbMATH DE number 7917701 |
Statements
Existence and uniqueness of strong solutions of mixed-type stochastic differential equations driven by fractional Brownian motions with Hurst exponents \(H>1/4 \) (English)
0 references
24 September 2024
0 references
fractional Brownian motion
0 references
rough path
0 references
stochastic differential equation
0 references
Cauchy problem
0 references
strong solution
0 references
0 references
0 references
0 references
