Stochastic differential equations driven by a Wiener process and fractional Brownian motion: convergence in Besov space with respect to a parameter (Q651606)

From MaRDI portal





scientific article; zbMATH DE number 5989259
Language Label Description Also known as
English
Stochastic differential equations driven by a Wiener process and fractional Brownian motion: convergence in Besov space with respect to a parameter
scientific article; zbMATH DE number 5989259

    Statements

    Stochastic differential equations driven by a Wiener process and fractional Brownian motion: convergence in Besov space with respect to a parameter (English)
    0 references
    0 references
    0 references
    18 December 2011
    0 references
    fractional Brownian motion
    0 references
    Wiener process
    0 references
    mixed stochastic differential equation
    0 references
    Besov space
    0 references
    continuous dependence on a parameter
    0 references

    Identifiers