scientific article; zbMATH DE number 2034523
From MaRDI portal
Publication:4445186
zbMath1039.60061MaRDI QIDQ4445186
Youssef Ouknine, David Nualart
Publication date: 28 January 2004
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise ⋮ Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\) ⋮ Stochastic differential equations driven by fractional Brownian motions ⋮ A stochastic sewing lemma and applications ⋮ Distribution dependent SDEs driven by additive fractional Brownian motion ⋮ On mixed fractional stochastic differential equations with discontinuous drift coefficient ⋮ Uniqueness and explosion time of solutions of stochastic differential equations driven by fractional Brownian motion ⋮ An Osgood criterion for integral equations with applications to stochastic differential equations with an additive noise ⋮ Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift ⋮ Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion ⋮ On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion ⋮ Weak solutions to stochastic differential equations driven by fractional brownian motion ⋮ Approximation of SDEs: a stochastic sewing approach ⋮ Stability of Fractional SDEs with Markov Switching Perturbed by Transition Rate Matrices