Uniqueness and explosion time of solutions of stochastic differential equations driven by fractional Brownian motion
type: Item
instance of: scholarly article
title: Uniqueness and explosion time of solutions of stochastic differential equations driven by fractional Brownian motion
zbMATH Open document ID: 1364.60077
author: Jie Xu
author: Yunmin Zhu
author: Jicheng Liu
publication date: 2013-03-12T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 34F05
Mathematics Subject Classification ID: 60G22
zbMATH DE Number: 6143602
zbMATH Keywords: existence
zbMATH Keywords: uniqueness
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: non-Lipschitz coefficients
zbMATH Keywords: explosion time
MaRDI profile type: Publication
full work available at URL: s10114-012-1003-5
OpenAlex ID: W2078185774
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DOI: 10.1007/S10114-012-1003-5
published in: Acta Mathematica Sinica, English Series
description: scientific article; zbMATH DE number 6143602