On a SDE driven by a fractional Brownian motion and with monotone drift

DOI10.1214/ECP.v8-1084zbMath1060.60060OpenAlexW2069261236MaRDI QIDQ1768214

Brahim Boufoussi, Youssef Ouknine

Publication date: 14 March 2005

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/124518

zbMATH Keywords

fractional Brownian motionstochastic integralsGirsanov transform

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Self-similar stochastic processes (60G18)

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