Analog of the Kolmogorov equations for one-dimensional stochastic differential equations controlled by fractional Brownian motion with Hurst exponent \(H\in (0,1)\)
type: Item
instance of: scholarly article
title: Analog of the Kolmogorov equations for one-dimensional stochastic differential equations controlled by fractional Brownian motion with Hurst exponent \(H\in (0,1)\)
zbMATH Open document ID: 1498.60240
DOI: 10.1134/S0012266122010025
author: M. M. Vas'kovskii
published in: Differential Equations
publication date: 2022-03-22T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60G22
zbMATH DE Number: 7495295
zbMATH Keywords: Hurst exponent
zbMATH Keywords: Kolmogorov equations
Wikidata QID: Q115249031
MaRDI profile type: Publication
cites work: Q3959169
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full work available at URL: s0012266122010025
OpenAlex ID: W4226479336
description: scientific article; zbMATH DE number 7495295