Pages that link to "Item:Q356320"

The following pages link to Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions (Q356320):

Displaying 28 items.

• Convergence of solutions of mixed stochastic delay differential equations with applications (Q300023) (← links)
• Integrability of solutions to mixed stochastic differential equations (Q460742) (← links)
• Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion (Q824712) (← links)
• Mixed stochastic differential equations: existence and uniqueness result (Q1661595) (← links)
• The existence, uniqueness, and controllability of neutral stochastic delay partial differential equations driven by standard Brownian motion and fractional Brownian motion (Q1727234) (← links)
• Stochastic Volterra equation driven by Wiener process and fractional Brownian motion (Q2015764) (← links)
• Nonparametric estimation for stochastic differential equations driven by mixed fractional Brownian motion with random effects (Q2051008) (← links)
• Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients (Q2070590) (← links)
• Rate of convergence of Euler approximation of time-dependent mixed SDEs driven by Brownian motions and fractional Brownian motions (Q2132956) (← links)
• Stochastic viability and comparison theorems for mixed stochastic differential equations (Q2340306) (← links)
• Asymptotic behavior of mixed power variations and statistical estimation in mixed models (Q2350912) (← links)
• SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation (Q2408995) (← links)
• Malliavin regularity of solutions to mixed stochastic differential equations (Q2439634) (← links)
• SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation (Q2668497) (← links)
• Mixed fractional stochastic differential equations with jumps (Q2875263) (← links)
• Mixed stochastic delay differential equations (Q2944762) (← links)
• The Relation Between Mixed and Rough SDEs and Its Application to Numerical Methods (Q3194573) (← links)
• Parametric estimation for linear stochastic differential equations driven by mixed fractional Brownian motion (Q4622807) (← links)
• The rate of convergence of the Hurst index estimate for a stochastic differential equation (Q4968128) (← links)
• Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficients (Q4986425) (← links)
• Regularization of differential equations by two fractional noises (Q5038983) (← links)
• Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations (Q5074266) (← links)
• Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises (Q5230214) (← links)
• Forward integrals and SDE with fractal noise (Q5239186) (← links)
• Global variational solutions to a class of fractional SPDE’s on unbounded domains (Q5742385) (← links)
• Nonparametric estimation of trend for stochastic differential equations driven by mixed fractional Brownian motion (Q5742554) (← links)
• On mixed fractional stochastic differential equations with discontinuous drift coefficient (Q6102055) (← links)
• Parameter estimation in mixed fractional stochastic heat equation (Q6157633) (← links)