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

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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Cited In (15)

• Rate of convergence of Euler approximation of time-dependent mixed SDEs driven by Brownian motions and fractional Brownian motions
• 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

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