Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motion, discontinuous coefficients, and a partly degenerate diffusion operator
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Publication:471411
DOI10.1134/S0012266114080059zbMath1307.60082MaRDI QIDQ471411
M. M. Vas'kovskii, A. A. Levakov
Publication date: 14 November 2014
Published in: Differential Equations (Search for Journal in Brave)
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)
Related Items (7)
Stability and attraction of solutions of nonlinear stochastic differential equations with standard and fractional Brownian motions ⋮ Finiteness of moments of solutions to mixed-type stochastic differential equations driven by standard and fractional Brownian motions ⋮ Asymptotic expansions of solutions of stochastic differential equations driven by multivariate fractional Brownian motions having Hurst indices greater than 1/3 ⋮ Stability of linear stochastic differential equations of mixed type with fractional Brownian motions ⋮ Properties of solutions of stochastic differential equations with standard and fractional Brownian motions ⋮ Moment estimates and applications for SDEs driven by fractional Brownian motions with irregular drifts ⋮ Existence and uniqueness of solutions of differential equations weakly controlled by rough paths with an arbitrary positive Hölder exponent
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