Existence and uniqueness of strong solutions of mixed-type stochastic differential equations driven by fractional Brownian motions with Hurst exponents H>1/4
DOI10.1134/S0012266124060016MaRDI QIDQ6609727FDOQ6609727
Authors: M. M. Vas'kovskii, P. P. Stryuk 
Publication date: 24 September 2024
Published in: Differential Equations (Search for Journal in Brave)
Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Ordinary differential equations and systems with randomness (34F05)
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