Continuous dependence of solutions of stochastic differential equations driven by standard and fractional Brownian motion on a parameter

DOI10.1090/S0094-9000-2012-00845-4zbMath1254.60060OpenAlexW1964001942MaRDI QIDQ2890725

Sergij V. Posashkov, S. V. Posashkova, Yuliya S. Mishura

Publication date: 11 June 2012

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0094-9000-2012-00845-4

zbMATH Keywords

stochastic differential equationfractional Brownian motionstandard Brownian motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)

Cites Work

• Unnamed Item
• Integration with respect to fractal functions and stochastic calculus. I
• Differential equations driven by fractional Brownian motion
• Stochastic calculus for fractional Brownian motion and related processes.

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