A class of fractional stochastic differential equations
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Publication:1002424
zbMath1158.60022MaRDI QIDQ1002424
Publication date: 26 February 2009
Published in: Vietnam Journal of Mathematics (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional derivatives and integrals (26A33) Financial applications of other theories (91G80)
Related Items (5)
Fractional randomness ⋮ Semimartingale approximation of fractional Brownian motion and its applications ⋮ Fractional geometric mean-reversion processes ⋮ Fractional stochastic differential equations with applications to finance ⋮ Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift
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