Fractional stochastic differential equation with discontinuous diffusion

DOI10.1080/07362994.2017.1358643zbMath1387.60069arXiv1607.06748OpenAlexW2963229921WikidataQ115297234 ScholiaQ115297234MaRDI QIDQ4602040

Johanna Garzón, Soledad Torres, Jorge A. Leon

Publication date: 25 January 2018

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.06748

zbMATH Keywords

fractional Brownian motionfractional calculuspathwise differential equationsyoung integral

Mathematics Subject Classification ID

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

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