Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficients

DOI10.1080/07362994.2020.1796706zbMath1477.60091arXiv1907.02293OpenAlexW3044392693MaRDI QIDQ4986425

Yongqiang Suo, Chenggui Yuan, Shao-Qin Zhang

Publication date: 27 April 2021

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

Full work available at URL: https://arxiv.org/abs/1907.02293

zbMATH Keywords

weak convergenceweak solutionfractional Brownian motionHölder continuity drift

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Singular perturbations of functional-differential equations (34K26)

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