Stochastic differential equations driven by a Wiener process and fractional Brownian motion: convergence in Besov space with respect to a parameter
type: Item
instance of: scholarly article
title: Stochastic differential equations driven by a Wiener process and fractional Brownian motion: convergence in Besov space with respect to a parameter
zbMATH Open document ID: 1228.60067
author: Yuliya S. Mishura
author: S. V. Posashkova
publication date: 2011-12-18T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 34A08
zbMATH DE Number: 5989259
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: Wiener process
zbMATH Keywords: mixed stochastic differential equation
zbMATH Keywords: Besov space
zbMATH Keywords: continuous dependence on a parameter
MaRDI profile type: Publication
full work available at URL: j.camwa.2011.02.032
OpenAlex ID: W2062177420
cites work: Stochastic calculus for fractional Brownian motion and related processes.
cites work: The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion
cites work: Differential equations driven by fractional Brownian motion
cites work: Q4263380
cites work: Integration with respect to fractal functions and stochastic calculus. I
cites work: Q4726489
cites work: Q4096185
DOI: 10.1016/J.CAMWA.2011.02.032
published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 5989259