Regularity properties of the stochastic flow of a skew fractional Brownian motion
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Publication:3298327
DOI10.1142/S0219025720500058zbMath1461.60038arXiv1805.04889OpenAlexW3033284149MaRDI QIDQ3298327
Oussama Amine, Frank Norbert Proske, David R. Baños
Publication date: 14 July 2020
Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.04889
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Regularity of solutions in optimal control (49N60) Existence of optimal solutions to problems involving randomness (49J55)
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