Existence and uniqueness for solutions of one dimensional SDE'<scp>s</scp> driven by an additive fractional noise (Q4653007)
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scientific article; zbMATH DE number 2139668
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and uniqueness for solutions of one dimensional SDE'<scp>s</scp> driven by an additive fractional noise |
scientific article; zbMATH DE number 2139668 |
Statements
Existence and uniqueness for solutions of one dimensional SDE'<scp>s</scp> driven by an additive fractional noise (English)
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28 February 2005
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fractional Brownian motion
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stochastic differential equations
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additive fractional noise
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Gaussian processes
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