On moment estimates and continuity for solutions of SDEs driven by fractional Brownian motions under non-Lipschitz conditions

DOI10.1016/j.spl.2017.09.008zbMath1380.60058OpenAlexW2762667352MaRDI QIDQ1686376

Feng Guo, Xiaoxia Sun

Publication date: 22 December 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.09.008

zbMATH Keywords

fractional Brownian motiondivergenceItô formula\(p\)th moment estimates

Mathematics Subject Classification ID

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

Related Items (2)

Unnamed Item ⋮ The existence and Hyers-Ulam stability of solution for almost periodical fractional stochastic differential equation with fBm

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