Existence and uniqueness for solutions of one dimensional SDE'<scp>s</scp> driven by an additive fractional noise
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Publication:4653007
DOI10.1080/10451120412331299336zbMath1062.60056MaRDI QIDQ4653007
Mohamed Erraoui, Youssef Ouknine, Laurent Denis
Publication date: 28 February 2005
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10451120412331299336
fractional Brownian motion; Gaussian processes; stochastic differential equations; additive fractional noise
60G15: Gaussian processes
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H05: Stochastic integrals
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