scientific article; zbMATH DE number 7781218

MaRDI QIDQ6182100

Kęstutis Kubilius

Publication date: 20 December 2023

Full work available at URL: https://www.journals.vu.lt/nonlinear-analysis/article/view/33508

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zbMATH Keywords

fractional Brownian motionstochastic differential equationsPicard iterationstochastic forcing\(p\)-variationVasicek process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) General theory of stochastic processes (60G07) Stochastic functional-differential equations (34K50)

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