Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion

DOI10.1080/07362990802286483zbMath1151.60028arXiv0801.4963MaRDI QIDQ3535734

David Nualart, João M. E. Guerra

Publication date: 14 November 2008

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0801.4963

zbMATH Keywords

fractional Brownian motion; stochastic differential equations

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H05: Stochastic integrals

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