Forward integrals and SDE with fractal noise

DOI10.1090/conm/731/14679zbMath1423.60086OpenAlexW2960274226MaRDI QIDQ5239186

Erik Schneider, Martina Zähle

Publication date: 22 October 2019

Published in: Horizons of Fractal Geometry and Complex Dimensions (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/conm/731/14679

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional derivatives and integrals (26A33) Ordinary differential equations and systems with randomness (34F05) Stochastic integrals (60H05)

Related Items (1)

Variability of paths and differential equations with \(\mathrm{BV}\)-coefficients

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