Mixed stochastic delay differential equations
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Publication:2944762
DOI10.1090/S0094-9000-2015-00944-3zbMath1322.60097arXiv1306.0590MaRDI QIDQ2944762
Publication date: 8 September 2015
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1306.0590
Wiener processfractional Brownian motionstochastic delay differential equationmixed stochastic differential equationHölder continuous process
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50)
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