Stochastic integration for fractional Levy process and stochastic differential equation driven by fractional Levy noise

zbMath1313.60108arXiv1307.4173MaRDI QIDQ2923870

Xuebin Lü, Wan-yang Dai

Publication date: 3 November 2014

Full work available at URL: https://arxiv.org/abs/1307.4173

zbMATH Keywords

white noise analysisstochastic differential equationsSkorokhod integralfractional Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalized stochastic processes (60G20)

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