scientific article; zbMATH DE number 2034523

zbMATH Open1039.60061MaRDI QIDQ4445186FDOQ4445186

Authors: David Nualart, Youssef Ouknine 

Publication date: 28 January 2004

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stochastic differential equationfractional Brownian motionGirsanov theorem

Mathematics Subject Classification ID

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

Cited In (23)

• Regularisation by fractional noise for one-dimensional differential equations with distributional drift
• \(C^{\infty}\)-regularization by noise of singular ODE's
• Stochastic differential equations driven by fractional Brownian motions
• Distribution dependent SDEs driven by additive fractional Brownian motion
• A stochastic sewing lemma and applications
• Stability of Fractional SDEs with Markov Switching Perturbed by Transition Rate Matrices
• On mixed fractional stochastic differential equations with discontinuous drift coefficient
• Approximation of SDEs: a stochastic sewing approach
• Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\)
• Path-by-path regularisation through multiplicative noise in rough, Young, and ordinary differential equations
• Local times of stochastic differential equations driven by fractional Brownian motions
• Existence and uniqueness for solutions of one dimensional SDE'<scp>s</scp> driven by an additive fractional noise
• On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion
• Regularization of differential equations by fractional noise.
• Uniqueness and explosion time of solutions of stochastic differential equations driven by fractional Brownian motion
• Weak solutions to stochastic differential equations driven by fractional brownian motion
• Concentration inequalities for stochastic differential equations with additive fractional noise
• Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion
• Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise
• An Osgood criterion for integral equations with applications to stochastic differential equations with an additive noise
• Maximum upper bounds for the moments of stochastic integrals and solutions of stochastic differential equations that have fractional Brownian motion with Hurst index \(H<1/2\). II.
• Amplitude equations for SPDEs driven by fractional additive noise with small hurst parameter
• Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift

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