Existence and uniqueness theorems for fBm stochastic differential equations

zbMath0924.60042MaRDI QIDQ1290834

V. V. Anh, Marina Kleptsyna, Peter E. Kloeden

Publication date: 14 November 1999

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionstochastic ordinary differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items

Variational solutions for partial differential equations driven by a fractional noise, Tanaka formula for the fractional Brownian motion., Modelling long-range-dependent Gaussian processes with application in continuous-time financial models, On mixed fractional stochastic differential equations with discontinuous drift coefficient, Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2, Existence and uniqueness for stochastic age-dependent population with fractional Brownian motion, The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type., Variational solutions for a class of fractional stochastic partial differential equations, Stochastic calculus with respect to Gaussian processes, Approximation of stochastic differential equations with modified fractional Brownian motion, A parabolic stochastic differential equation with fractional Brownian motion input, Possible long-range dependence in fractional random fields.