Moment estimates and applications for SDEs driven by fractional Brownian motions with irregular drifts
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Publication:2037516
DOI10.1016/j.bulsci.2021.103011zbMath1480.60155arXiv1810.01669OpenAlexW3166167536MaRDI QIDQ2037516
Publication date: 8 July 2021
Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.01669
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)
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