Existence and measurability of the solution of the stochastic differential equations driven by fractional Brownian motion
From authors abstract: The existence and measurability of solutions for stochastic differential equations driven by fractional Brownian motion with Hurst parameter greater than 1/2 is proved.The main equation is approximated by delayed equations as in Peano method used for ODEs.The constructive nature of the proofs helps to develop some numerical methods for solving such SDEs.
scientific article; zbMATH DE number 5716970