Reflected stochastic differential equations driven by standard and fractional Brownian motion
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Publication:6586426
DOI10.1142/s0219493724500114zbMATH Open1546.60074MaRDI QIDQ6586426
Publication date: 13 August 2024
Published in: Stochastics and Dynamics (Search for Journal in Brave)
fractional Brownian motionEuler approximationmixed stochastic differential equationpathwise integralSkorokhod reflection problem
Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic integral equations (60H20)
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