Non-Lipschitz stochastic differential equations driven by fractional Brownian

DOI10.3969/J.ISSN.1008-5513.2016.06.001MaRDI QIDQ5282690zbMATH OpenFDO

Authors Qikang Ran

Publication date 14 July 2017

zbMATH Keywords

fractional Brownian motionadapted solutionnon-Lipschitz stochastic differential equationgeneralized Stieltjes integral

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

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Cited in

(21)

• Backward stochastic differential equations driven by fractional noise with non-Lipschitz coefficients
• NON-LIPSCHITZ STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTI-PARAMETER BROWNIAN MOTIONS
• Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation
• Stochastic differential equations driven by fractional Brownian motions
• Well-posedness and EM approximations for non-Lipschitz stochastic fractional integro-differential equations
• Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion
• Fractional SPDEs with non-Lipschitz coefficients
• Nonlocal fractional stochastic differential equations driven by fractional Brownian motion
• Differential equations driven by fractional Brownian motion
• Stochastic differential equations driven by fractional Brownian motion
• A nonlinear stochastic differential equation driven by a fractional Brownian motion
• Sobolev-type fractional stochastic differential equations with non-Lipschitz coefficients
• Non-Lipschitz anticipated backward stochastic differential equations driven by fractional Brownian motion
• Uniqueness and explosion time of solutions of stochastic differential equations driven by fractional Brownian motion
• Neutral functional partial differential equations driven by fractional Brownian motion with non-Lipschitz coefficients
• On moment estimates and continuity for solutions of SDEs driven by fractional Brownian motions under non-Lipschitz conditions
• Stochastic differential equations with nonnegativity constraints driven by fractional Brownian motion
• On the non-Lipschitz stochastic differential equations driven by fractional Brownian motion
• Fractional stochastic differential equation with discontinuous diffusion
• Comparison theorems and their applications for SDEs driven by fractional Brownian motions
• Sobolev-type fractional stochastic differential equations driven by fractional Brownian motion with non-Lipschitz coefficients

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