Non-Lipschitz stochastic differential equations driven by fractional Brownian

DOI10.3969/J.ISSN.1008-5513.2016.06.001zbMATH Open1374.60106MaRDI QIDQ5282690FDOQ5282690

Authors: Qikang Ran 

Publication date: 14 July 2017

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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)

Cited In (21)

• Backward stochastic differential equations driven by fractional noise with non-Lipschitz coefficients
• Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation
• NON-LIPSCHITZ STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTI-PARAMETER BROWNIAN MOTIONS
• 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
• Non-Lipschitz anticipated backward stochastic differential equations driven by fractional Brownian motion
• Sobolev-type fractional stochastic differential equations with non-Lipschitz coefficients
• 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
• Fractional stochastic differential equation with discontinuous diffusion
• On the non-Lipschitz stochastic differential equations driven by fractional Brownian motion
• 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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