On weak solutions of an integral equation driven by a \(p\)-semimartingale of special type

DOI10.1023/A:1025793601814zbMath1032.60058MaRDI QIDQ1415881

Kęstutis Kubilius

Publication date: 9 December 2003

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motion\(p\)-variationstochastic integral equations

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integral equations (60H20)

Related Items (5)

SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation ⋮ SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation ⋮ On the convergence of stochastic integrals with respect to \(p\)-semimartingales ⋮ Weak and strong discrete-time approximation of fractional SDEs ⋮ On tightness of solutions of stochastic integral equations driven by \(p\)-semimartingales

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