Finiteness of moments of solutions to mixed-type stochastic differential equations driven by standard and fractional Brownian motions

DOI10.1134/S0012266121020038zbMath1470.60167OpenAlexW3139288803MaRDI QIDQ2659256

A. A. Karpovich, M. M. Vas'kovskii

Publication date: 26 March 2021

Published in: Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0012266121020038

zbMATH Keywords

fractional Brownian motionHurst index

Mathematics Subject Classification ID

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

Related Items (1)

Existence and stability of solutions of fuzzy fractional stochastic differential equations with fractional Brownian motions

Cites Work

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