The existence of the density for the solution of stochastic differential equation driven by fractional Brownian motion with Markovian switching (Q5018039)
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scientific article; zbMATH DE number 7449350
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The existence of the density for the solution of stochastic differential equation driven by fractional Brownian motion with Markovian switching |
scientific article; zbMATH DE number 7449350 |
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The existence of the density for the solution of stochastic differential equation driven by fractional Brownian motion with Markovian switching (English)
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17 December 2021
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stochastic differential equation
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Malliavin calculus
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fractional Brownian motion
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Markovian switching
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