Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and wiener process
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and wiener process
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| Creator |
Mishura, Y.
Posashkov, S. |
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| Description |
The existence and uniqueness of solution of stochastic differential equation driven by standard Brownian motion and fractional Brownian motion with Hurst parameter H belongs (3/4, 1) is established.
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| Date |
2009-11-19T10:19:03Z
2009-11-19T10:19:03Z 2007 |
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| Type |
Article
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| Identifier |
Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and wiener process / Y. Mishura, S. Posashkov // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 1-2. — С. 152-165. — Бібліогр.: 8 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4486 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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