Pages that link to "Item:Q4634144"

The following pages link to Asymptotic expansions of solutions of stochastic differential equations driven by multivariate fractional Brownian motions having Hurst indices greater than 1/3 (Q4634144):

Displaying 9 items.

• Taylor expansion for the solution of a stochastic differential equation driven by fractional Brownian motions (Q456193) (← links)
• Trees and asymptotic expansions for fractional stochastic differential equations (Q838310) (← links)
• Stability of linear stochastic differential equations of mixed type with fractional Brownian motions (Q2034728) (← links)
• Existence and uniqueness of solutions of differential equations weakly controlled by rough paths with an arbitrary positive Hölder exponent (Q2064219) (← links)
• Analog of the Kolmogorov equations for one-dimensional stochastic differential equations controlled by fractional Brownian motion with Hurst exponent \(H\in (0,1)\) (Q2117968) (← links)
• Finiteness of moments of solutions to mixed-type stochastic differential equations driven by standard and fractional Brownian motions (Q2659256) (← links)
• Asymptotic expansions of solutions of stochastic differential equations driven by multivariate fractional Brownian motions (Q5878596) (← links)
• Existence and uniqueness of strong solutions of mixed-type stochastic differential equations driven by fractional Brownian motions with Hurst exponents \(H>1/4 \) (Q6609727) (← links)
• On the uniqueness of higher order Gubinelli derivatives and an analogue of the Doob-Meyer theorem for rough paths of the arbitrary positive Hölder index (Q6669673) (← links)