Existence and upper bound for the density of solutions of stochastic differential equations driven by generalized grey noise
DOI10.1080/17442508.2017.1297811zbMATH Open1394.60059OpenAlexW2782012508MaRDI QIDQ4584689FDOQ4584689
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
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- scientific article; zbMATH DE number 18824
fractional Brownian motionstochastic differential equationsabsolute continuitygeneralised grey Brownian motion
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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