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scientific article; zbMATH DE number 6747360 - MaRDI portal

scientific article; zbMATH DE number 6747360

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Publication:5282690

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DOI10.3969/j.issn.1008-5513.2016.06.001zbMath1374.60106MaRDI QIDQ5282690

Qi-kang Ran

Publication date: 14 July 2017

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

fractional Brownian motion adapted solution non-Lipschitz stochastic differential equation generalized Stieltjes integral

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

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