Reflected stochastic differential equations driven by standard and fractional Brownian motion (Q6586426)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Reflected stochastic differential equations driven by standard and fractional Brownian motion |
scientific article; zbMATH DE number 7895562
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected stochastic differential equations driven by standard and fractional Brownian motion |
scientific article; zbMATH DE number 7895562 |
Statements
Reflected stochastic differential equations driven by standard and fractional Brownian motion (English)
0 references
13 August 2024
0 references
fractional Brownian motion
0 references
mixed stochastic differential equation
0 references
pathwise integral
0 references
Euler approximation
0 references
Skorokhod reflection problem
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
