On local linearization method for stochastic differential equations driven by fractional Brownian motion
DOI10.1080/07362994.2020.1779746zbMath1469.60175OpenAlexW3037690108MaRDI QIDQ4964410
Héctor Araya, Soledad Torres, Jorge A. Leon
Publication date: 2 March 2021
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2020.1779746
stochastic differential equationfractional Brownian motionYoung integrallocal linearizationTaylor theorem
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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