Uniqueness and explosion time of solutions of stochastic differential equations driven by fractional Brownian motion (Q1941303)
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scientific article; zbMATH DE number 6143602
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniqueness and explosion time of solutions of stochastic differential equations driven by fractional Brownian motion |
scientific article; zbMATH DE number 6143602 |
Statements
Uniqueness and explosion time of solutions of stochastic differential equations driven by fractional Brownian motion (English)
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12 March 2013
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existence
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uniqueness
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fractional Brownian motion
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non-Lipschitz coefficients
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explosion time
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