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Stability of linear stochastic differential equations of mixed type with fractional Brownian motions - MaRDI portal

Stability of linear stochastic differential equations of mixed type with fractional Brownian motions (Q2034728)

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scientific article; zbMATH DE number 7362148
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Stability of linear stochastic differential equations of mixed type with fractional Brownian motions
scientific article; zbMATH DE number 7362148

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    Stability of linear stochastic differential equations of mixed type with fractional Brownian motions (English)
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    23 June 2021
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    homogeneous stochastic differential equations
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    fractional Brownian motions
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