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

DOI10.4208/JPDE.V32.N4.5zbMATH Open1449.60107OpenAlexW3000525263MaRDI QIDQ3308044FDOQ3308044

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

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zbMATH Keywords

stochastic differential equationsGirsanov theoremPoisson point processmulti-fractional Brownian motionfractional Wiener-Poisson space

Mathematics Subject Classification ID

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

Cited In (3)

• Stochastic differential equations driven by fractional Brownian motion and Poisson point process
• A class of second-order McKean-Vlasov stochastic evolution equations driven by fractional Brownian motion and Poisson jumps
• Neutral stochastic functional differential equation driven by fractional Brownian motion and Poisson point processes

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