Existence and upper bound for the density of solutions of stochastic differential equations driven by generalized grey noise

DOI10.1080/17442508.2017.1297811zbMath1394.60059OpenAlexW2782012508MaRDI QIDQ4584689

José Luís da Silva, Mohamed Erraoui

Publication date: 4 September 2018

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2017.1297811

zbMATH Keywords

fractional Brownian motionstochastic differential equationsabsolute continuitygeneralised grey Brownian motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

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Stochastic solutions of generalized time-fractional evolution equations

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