Weak solutions for stochastic differential equations with additive fractional noise

DOI10.1016/j.spl.2004.10.011zbMath1063.60085MaRDI QIDQ1767738

David Nualart, Yuliya S. Mishura

Publication date: 8 March 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.10.011

zbMATH Keywords

fractional Brownian motion; stochastic differential equations; weak solutions; discontinouus drift

Mathematics Subject Classification ID

60G15: Gaussian processes

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

60G18: Self-similar stochastic processes

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