Properties of solutions of stochastic differential equations with standard and fractional Brownian motions
type: Item
instance of: scholarly article
title: Properties of solutions of stochastic differential equations with standard and fractional Brownian motions
zbMATH Open document ID: 1354.60060
DOI: 10.1134/S0012266116080024
author: A. A. Levakov
author: M. M. Vas'kovskii
published in: Differential Equations
publication date: 2016-12-27T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 6668670
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: standard Brownian motion
MaRDI profile type: Publication
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cites work: Integration with respect to fractal functions and stochastic calculus. I
description: scientific article; zbMATH DE number 6668670