Existence and uniqueness for solutions of one dimensional SDE'<scp>s</scp> driven by an additive fractional noise

DOI10.1080/10451120412331299336zbMath1062.60056OpenAlexW2084897449MaRDI QIDQ4653007

Mohamed Erraoui, Youssef Ouknine, Laurent Denis

Publication date: 28 February 2005

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10451120412331299336

zbMATH Keywords

fractional Brownian motionGaussian processesstochastic differential equationsadditive fractional noise

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Related Items (3)

Stochastic differential equations with time-dependent coefficients driven by fractional Brownian motion ⋮ Impact of correlated noises on additive dynamical systems ⋮ Weak solutions to stochastic differential equations driven by fractional brownian motion

This page was built for publication: Existence and uniqueness for solutions of one dimensional SDE'<scp>s</scp> driven by an additive fractional noise