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

DOI10.3150/13-BEJ568zbMath1319.60123arXiv1206.2710OpenAlexW3098682972MaRDI 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 motionstochastic differential equationsPoisson point processdiscontinuous fractional calculusfractional Wiener-Poisson space

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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