Viability for coupled SDEs driven by fractional Brownian motion
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Publication:2238952
DOI10.1007/s00245-021-09761-zzbMath1480.60093OpenAlexW3154542470MaRDI QIDQ2238952
Publication date: 2 November 2021
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-021-09761-z
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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Cites Work
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