Weak solutions for stochastic differential equations with additive fractional noise
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Publication:6198655
DOI10.1016/j.physd.2023.134015arXiv2206.07159MaRDI QIDQ6198655
Diego S. Ledesma, Pedro José Catuogno
Publication date: 23 February 2024
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2206.07159
Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Self-similar stochastic processes (60G18) Weak solutions to PDEs (35D30)
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