Existence and approximation of strong solutions of SDEs with fractional diffusion coefficients

DOI10.3934/DCDSB.2019071MaRDI QIDQ2321055zbMATH OpenOpenAlexWikidataFDO

Authors Hao Yang, Fuke Wu, Peter E. Kloeden

Publication date 28 August 2019

Published in Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/dcdsb.2019071

zbMATH Keywords

approximationexistencefractional diffusion coefficientsstochastic differential equationsstrong solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Monte Carlo methods (65C05)

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Cited in

(7)

• A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives
• Strong dissipativity of generalized time-fractional derivatives and quasi-linear (stochastic) partial differential equations
• Positivity preserving stochastic \(\theta\)-methods for selected SDEs
• On real-valued SDE and nonnegative-valued SDE population models with demographic variability
• Weak and strong discrete-time approximation of fractional SDEs
• Weak solution of stochastic differential equations with fractional diffusion coefficient
• scientific article; zbMATH DE number 7781218 (Why is no real title available?)

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