scientific article; zbMATH DE number 7403681

DOI10.3969/J.ISSN.1001-4268.2021.02.002MaRDI QIDQ3380811zbMATH OpenFDO

Authors Xiaoyu Xia, Litan Yan

Publication date 29 September 2021

Full work available at URL https://doi.org/10.3969/J.ISSN.1001-4268.2021.02.002

zbMATH Keywords

fractional Brownian motionstochastic differential equationweak solution

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(6)

• Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motions and with discontinuous coefficients
• Weak solutions to stochastic differential equations driven by fractional brownian motion
• scientific article; zbMATH DE number 6831086 (Why is no real title available?)
• On Small Time Asymptotics for Rough Differential Equations Driven by Fractional Brownian Motions
• Weak solutions for stochastic differential equations with additive fractional noise
• A note on weak existence for SDEs driven by fractional Brownian motion

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