Mixed stochastic differential equations: existence and uniqueness result

DOI10.1007/s10959-016-0738-9zbMath1431.60043arXiv1511.00191OpenAlexW2963072514WikidataQ57821958 ScholiaQ57821958MaRDI QIDQ1661595

José Luís da Silva, Mohamed Erraoui, El Hassan Es-Saky

Publication date: 16 August 2018

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.00191

zbMATH Keywords

fractional Brownian motionstochastic differential equationsweak and strong solutionBihari-type lemma

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

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