Stochastic integrals and stochastic differential equations, which contain fractional Brownian field

zbMATH Open1164.60383MaRDI QIDQ3607394FDOQ3607394

Authors: Svitlana A. Il'Chenko, Yuliya S. Mishura 

Publication date: 28 February 2009

Full work available at URL: http://www.ams.org/tpms/2007-75-00/S0094-9000-08-00717-5/home.html

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zbMATH Keywords

stochastic differential equationsfractional Brownian fieldexistence and uniqueness theoremstochastic integrals with respect to fractional Brownian field

Mathematics Subject Classification ID

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

Cited In (2)

• Title not available (Why is that?)
• Stieltjes integrals of Hölder continuous functions with applications to fractional Brownian motion

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