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

DOI10.4208/JPDE.V32.N4.5MaRDI QIDQ3308044zbMATH OpenOpenAlexFDO

Authors Hailing Liu, Zhi Li, Liping Xu

Publication date 12 August 2020

Published in Journal of Partial Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4208/jpde.v32.n4.5

zbMATH Keywords

fractional Wiener-Poisson spaceGirsanov theoremmulti-fractional Brownian motionPoisson point processstochastic differential equations

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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