Itô type stochastic differential equations driven by fractional Brownian motions of Hurst parameter (Q5086444)
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scientific article; zbMATH DE number 7553383
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Itô type stochastic differential equations driven by fractional Brownian motions of Hurst parameter |
scientific article; zbMATH DE number 7553383 |
Statements
Itô type stochastic differential equations driven by fractional Brownian motions of Hurst parameter (English)
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5 July 2022
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fractional Brownian motions
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Itô type stochastic integral
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Itô formula
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Itô type stochastic
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differential equation
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Malliavin derivative
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characteristic curve equation
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modified Picard iteration
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contraction principle
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existence and uniqueness of solution
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linear and quasilinear equations
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global solution
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