Local times of stochastic differential equations driven by fractional Brownian motions
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Publication:2408998
DOI10.1016/j.spa.2017.03.013zbMath1381.60094arXiv1602.07272OpenAlexW2962822513MaRDI QIDQ2408998
Publication date: 10 October 2017
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.07272
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Local time and additive functionals (60J55)
Related Items (3)
Density bounds for solutions to differential equations driven by Gaussian rough paths ⋮ Local times for systems of non-linear stochastic heat equations ⋮ Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals
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