Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions (Q356320)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions |
scientific article; zbMATH DE number 6191635
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions |
scientific article; zbMATH DE number 6191635 |
Statements
Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions (English)
0 references
25 July 2013
0 references
mixed stochastic differential equation
0 references
pathwise integral
0 references
long-range dependence
0 references
fractional Brownian motion
0 references
stochastic differential equation with random drift
0 references
0 references
