Stochastic differential equations driven by a Wiener process and fractional Brownian motion: convergence in Besov space with respect to a parameter

DOI10.1016/J.CAMWA.2011.02.032MaRDI QIDQ651606zbMATH OpenOpenAlexFDO

Authors Yuliya S. Mishura, S. V. Posashkova

Publication date 18 December 2011

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.camwa.2011.02.032

zbMATH Keywords

Wiener processfractional Brownian motionBesov spacemixed stochastic differential equationcontinuous dependence on a parameter

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional ordinary differential equations (34A08)

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Cites work

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• scientific article; zbMATH DE number 4000260 (Why is no real title available?)
• Differential equations driven by fractional Brownian motion
• Integration with respect to fractal functions and stochastic calculus. I
• Stochastic calculus for fractional Brownian motion and related processes.
• The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion

Cited in

(17)

• Stability of stochastic differential equation with linear fractal noise
• Rate of convergence of Euler approximation of time-dependent mixed SDEs driven by Brownian motions and fractional Brownian motions
• Weak convergence for a class of stochastic fractional equations driven by fractional noise
• Existence and uniqueness for solutions of mixed stochastic delay differential equations
• The existence, uniqueness, and controllability of neutral stochastic delay partial differential equations driven by standard Brownian motion and fractional Brownian motion
• Existence and exponential stability in the \(p\)th moment for impulsive neutral stochastic integro-differential equations driven by mixed fractional Brownian motion
• Reflected stochastic differential equations driven by standard and fractional Brownian motion
• scientific article; zbMATH DE number 5592551 (Why is no real title available?)
• Continuous dependence of solutions of stochastic differential equations driven by standard and fractional Brownian motion on a parameter
• Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion
• Stability of a class of impulsive neutral stochastic functional partial differential equations
• Riemann-Liouville fractional stochastic evolution equations driven by both Wiener process and fractional Brownian motion
• Exponential synchronization for stochastic neural networks driven by fractional Brownian motion
• scientific article; zbMATH DE number 5220424 (Why is no real title available?)
• Mixed stochastic differential equations: averaging principle result
• Properties of solutions to stochastic differential equations driven by Wiener process and fractional Brownian motion
• Averaging principles for mixed fast-slow systems driven by fractional Brownian motion

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