Almost periodic solutions in distribution to affine stochastic differential equations driven by a fractional Brownian motion (Q2113579)
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scientific article; zbMATH DE number 7488625
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost periodic solutions in distribution to affine stochastic differential equations driven by a fractional Brownian motion |
scientific article; zbMATH DE number 7488625 |
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Almost periodic solutions in distribution to affine stochastic differential equations driven by a fractional Brownian motion (English)
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14 March 2022
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The main object of this paper is to show that under some technical conditions an affine stochastic differential equation with almost periodic coefficients driven by a fractional Brownian motion has a unique solution in distribution. The proof uses the chaos decomposition and the representation of the fractional Brownian motion in terms of a standard Brownian motion.
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fractional Brownian motion
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multiple stochastic integral
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almost periodic solution
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chaos decomposition
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0.8907403945922852
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0.8608828783035278
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0.8390464186668396
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