Stochastic differential equations driven by fractional Brownian motion and Poisson point process

DOI10.3150/13-BEJ568zbMath1319.60123arXiv1206.2710MaRDI QIDQ2345122

Lihua Bai, Jin Ma

Publication date: 19 May 2015

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.2710

zbMATH Keywords

fractional Brownian motion; stochastic differential equations; Poisson point process; discontinuous fractional calculus; fractional Wiener-Poisson space

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

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

60J65: Brownian motion

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

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