scientific article; zbMATH DE number 1341830

MaRDI QIDQ4263380zbMATH OpenFDO

Authors Martina Zähle

Publication date 1 November 2000

zbMATH Keywords

fractional calculusgeneralized quadratic variationordinary differential equationStieltjes integralsstochastic differential equationstochastic integrals

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(26)

• Stieltjes integration and stochastic calculus with respect to self-affine functions
• Integration with respect to fractal functions and stochastic calculus. I
• Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation
• Viability for stochastic functional differential equations in Hilbert spaces driven by fractional Brownian motion
• Viability for stochastic functional differential equations with infinite memory driven by a fractional Brownian motion
• Viability for coupled SDEs driven by fractional Brownian motion
• Stochastic viability and comparison theorems for mixed stochastic differential equations
• On the approximation of Lévy driven Volterra processes and their integrals
• Integration with respect to fractal functions and stochastic calculus. II
• Well-posedness of stochastic KdV-BO equation driven by fractional Brownian motion
• Stochastic representation and path properties of a fractional Cox-Ingersoll-Ross process
• The Fractional Calculus for Some Stochastic Processes
• Approximations for a solution to stochastic heat equation with stable noise
• Small ball properties and representation results
• An approximate approach to fractional stochastic integration and its applications
• Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise
• Periodic stochastic high-order Degasperis-Procesi equation with cylindrical fBm
• Asymptotic properties of non-standard drift parameter estimators in the models involving fractional Brownian motion
• Stochastic differential equations with discontinuous diffusion coefficients
• Viability for mixed stochastic differential equations driven by fractional Brownian motion and its application
• On mixed fractional stochastic differential equations with discontinuous drift coefficient
• Moderate deviation principle for multiscale systems driven by fractional Brownian motion
• Stochastic differential equations driven by a Wiener process and fractional Brownian motion: convergence in Besov space with respect to a parameter
• Large deviations of slow-fast systems driven by fractional Brownian motion
• Viability for differential equations driven by fractional Brownian motion
• Fractional Brownian flows

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