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Stochastic differential equations with discontinuous diffusion coefficients - MaRDI portal

Stochastic differential equations with discontinuous diffusion coefficients (Q6050286)

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scientific article; zbMATH DE number 7748864
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Stochastic differential equations with discontinuous diffusion coefficients
scientific article; zbMATH DE number 7748864

    Statements

    title
    Stochastic differential equations with discontinuous diffusion coefficients (English)
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    author
    Soledad Torres
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    Lauri Viitasaari
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    publication date
    12 October 2023
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    zbMATH Keywords
    stochastic differential equation
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    fractional calculus
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    Hölder continuity
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    discontinuity
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    bounded variation
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    Identifiers

    arXiv ID
    1908.03183
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    Mathematics Subject Classification ID
    60H10
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    60H05
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    60G22
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    26A33
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    zbMATH DE Number
    7748864
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    OpenAlex ID
    W4387301826
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    DOI
    10.1090/TPMS/1201
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