EXISTENCE CRITERIA FOR SOLUTIONS OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH SKEW-SYMMETRIC DIFFERENTIAL OPERATOR AND ADDITIVE FRACTIONAL BROWNIAN NOISE

DOI10.1142/S0219493709002580zbMath1181.60104OpenAlexW2080690692MaRDI QIDQ3622773

Peter Caithamer, Boris P. Belinskiy

Publication date: 28 April 2009

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493709002580

zbMATH Keywords

fractional Brownian motionfractional derivativefractional Gaussian noiseGaussian chaos

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Volterra integral equations (45D05) Stochastic integral equations (60H20)

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