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Regularization of multiplicative SDEs through additive noise - MaRDI portal

Regularization of multiplicative SDEs through additive noise

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Publication:6346569

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DOI10.1214/21-AAP1778zbMath1529.60039arXiv2008.02335MaRDI QIDQ6346569

Fabian A. Harang, Lucio Galeati

Publication date: 5 August 2020

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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