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Existence and uniqueness of strong solutions of mixed-type stochastic differential equations driven by fractional Brownian motions with Hurst exponents $H>1/4 $ - MaRDI portal

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Existence and uniqueness of strong solutions of mixed-type stochastic differential equations driven by fractional Brownian motions with Hurst exponents $H>1/4 $

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Publication:6609727

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DOI10.1134/S0012266124060016MaRDI QIDQ6609727

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Publication date: 24 September 2024

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Existence and uniqueness of strong solutions of mixed-type stochastic differential equations driven by fractional Brownian motions with Hurst exponents \(H>1/4 \)