scientific article; zbMATH DE number 1341830

From MaRDI portal
Publication:4263380

zbMath0947.60060MaRDI QIDQ4263380

Martina Zähle

Publication date: 1 November 2000


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (21)

Well-posedness of stochastic KdV-BO equation driven by fractional Brownian motionViability for differential equations driven by fractional Brownian motionOn the approximation of Lévy driven Volterra processes and their integralsApproximations for a solution to stochastic heat equation with stable noiseSmall ball properties and representation resultsViability for stochastic functional differential equations with infinite memory driven by a fractional Brownian motionStochastic differential equations with discontinuous diffusion coefficientsAsymptotic properties of non-standard drift parameter estimators in the models involving fractional Brownian motionViability for mixed stochastic differential equations driven by fractional Brownian motion and its applicationOn mixed fractional stochastic differential equations with discontinuous drift coefficientStochastic differential equations driven by a Wiener process and fractional Brownian motion: convergence in Besov space with respect to a parameterAn approximate approach to fractional stochastic integration and its applicationsFractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noiseViability for coupled SDEs driven by fractional Brownian motionAsymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimationFractional Brownian flowsViability for stochastic functional differential equations in Hilbert spaces driven by fractional Brownian motionModerate deviation principle for multiscale systems driven by fractional Brownian motionPeriodic stochastic high-order Degasperis–Procesi equation with cylindrical fBmStochastic representation and path properties of a fractional Cox–Ingersoll–Ross processStochastic viability and comparison theorems for mixed stochastic differential equations




This page was built for publication: