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Weak existence of a solution to a differential equation driven by a very rough fBm - MaRDI portal

Weak existence of a solution to a differential equation driven by a very rough fBm

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Publication:6244791

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arXiv1309.3613MaRDI QIDQ6244791

Davar Khoshnevisan, Yimin Xiao, Jason Swanson, Liang Zhang

Publication date: 13 September 2013

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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