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On moment estimates and continuity for solutions of SDEs driven by fractional Brownian motions under non-Lipschitz conditions - MaRDI portal

On moment estimates and continuity for solutions of SDEs driven by fractional Brownian motions under non-Lipschitz conditions (Q1686376)

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scientific article; zbMATH DE number 6821059
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English
On moment estimates and continuity for solutions of SDEs driven by fractional Brownian motions under non-Lipschitz conditions
scientific article; zbMATH DE number 6821059

    Statements

    On moment estimates and continuity for solutions of SDEs driven by fractional Brownian motions under non-Lipschitz conditions (English)
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    22 December 2017
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    \(p\)th moment estimates
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    divergence
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    Itô formula
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    fractional Brownian motion
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