Weak solutions to stochastic differential equations driven by fractional brownian motion
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Publication:3070168
DOI10.1007/s10587-009-0062-yzbMath1224.60149OpenAlexW2158838731MaRDI QIDQ3070168
Publication date: 2 February 2011
Published in: Czechoslovak Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/37965
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Related Items
Stochastic differential equations with time-dependent coefficients driven by fractional Brownian motion ⋮ Weak solutions for stochastic differential equations with additive fractional noise ⋮ Moment estimates and applications for SDEs driven by fractional Brownian motions with irregular drifts
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