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Mixed stochastic delay differential equations (Q2944762)

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Language	Label	Description	Also known as
English	Mixed stochastic delay differential equations	scientific article

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scholarly article

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Mixed stochastic delay differential equations (English)

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Theory of Probability and Mathematical Statistics

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publication date

8 September 2015

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full work available at URL

https://arxiv.org/abs/1306.0590

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zbMATH Keywords

stochastic delay differential equation

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mixed stochastic differential equation

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Hölder continuous process

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fractional Brownian motion

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Wiener process

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Georgiy M. Shevchenko

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MaRDI profile type

MaRDI publication profile

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Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion

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Functional differential equations driven by a fractional Brownian motion

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Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\)

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Convergence of delay differential equations driven by fractional Brownian motion

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Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion

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The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type.

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Malliavin calculus for fractional delay equations

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The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications

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Existence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst Index<i>H</i> > 1/2

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Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions

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Delay equations driven by rough paths

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Differential equations driven by fractional Brownian motion

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Mixed fractional stochastic differential equations with jumps

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Malliavin regularity of solutions to mixed stochastic differential equations

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Integration with respect to fractal functions and stochastic calculus. I

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Identifiers

zbMATH Open document ID

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10.1090/S0094-9000-2015-00944-3

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Mathematics Subject Classification ID

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zbMATH DE Number

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Mathematics(1 entry)

mardi Publication:2944762

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