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

DOI10.1080/17442508.2017.1297811MaRDI QIDQ4584689zbMATH OpenOpenAlexFDO

Authors José L. Silva, M. 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

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

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Cited in

(2)

• Stochastic solutions of generalized time-fractional evolution equations
• Upper bounds for the density of solutions to stochastic differential equations driven by fractional Brownian motions

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