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.2011.02.032zbMATH Open1228.60067OpenAlexW2062177420MaRDI QIDQ651606FDOQ651606
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
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Cites Work
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Cited In (17)
- Rate of convergence of Euler approximation of time-dependent mixed SDEs driven by Brownian motions and fractional Brownian motions
- Continuous dependence of solutions of stochastic differential equations driven by standard and fractional Brownian motion on a parameter
- Reflected stochastic differential equations driven by standard and fractional Brownian motion
- Weak convergence for a class of stochastic fractional equations driven by fractional noise
- Stability of stochastic differential equation with linear fractal noise
- Existence and uniqueness for solutions of mixed stochastic delay differential equations
- Exponential synchronization for stochastic neural networks driven by fractional Brownian motion
- Stability of a class of impulsive neutral stochastic functional partial differential equations
- Existence and exponential stability in the \(p\)th moment for impulsive neutral stochastic integro-differential equations driven by mixed fractional Brownian motion
- Title not available (Why is that?)
- Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion
- Title not available (Why is that?)
- Riemann-Liouville fractional stochastic evolution equations driven by both Wiener process and fractional Brownian motion
- Averaging principles for mixed fast-slow systems driven by fractional Brownian motion
- Mixed stochastic differential equations: averaging principle result
- The existence, uniqueness, and controllability of neutral stochastic delay partial differential equations driven by standard Brownian motion and fractional Brownian motion
- Properties of solutions to stochastic differential equations driven by Wiener process and fractional Brownian motion
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