Perturbations of singular fractional SDEs
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Publication:6098996
DOI10.1016/j.spa.2023.04.004zbMath1527.60040arXiv2208.01961OpenAlexW4321994379MaRDI QIDQ6098996
Publication date: 19 June 2023
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2208.01961
fractional Brownian motionperturbed equationsreflected equationsregularization by noisestochastic sewing.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic integrals (60H05)
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