On mixed fractional stochastic differential equations with discontinuous drift coefficient (Q6102055)
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scientific article; zbMATH DE number 7683001
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On mixed fractional stochastic differential equations with discontinuous drift coefficient |
scientific article; zbMATH DE number 7683001 |
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On mixed fractional stochastic differential equations with discontinuous drift coefficient (English)
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8 May 2023
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mixed stochastic differential equation
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discontinuous drift
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long-range dependence
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Itô formula
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absolute continuity
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