Sandwiched SDEs with unbounded drift driven by Hölder noises
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Publication:6068847
DOI10.1017/apr.2022.56arXiv2012.11465OpenAlexW3126893306MaRDI QIDQ6068847
Giulia Di Nunno, Anton Yurchenko-Tytarenko, Yuliya S. Mishura
Publication date: 15 December 2023
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2012.11465
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interest rates, asset pricing, etc. (stochastic models) (91G30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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