Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and wiener process
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.
Gespeichert in:
| Datum: | 2007 |
|---|---|
| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
Інститут математики НАН України
2007
|
| Online Zugang: | https://nasplib.isofts.kiev.ua/handle/123456789/4486 |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | 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. |
Institution
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
nasplib_isofts_kiev_ua-123456789-4486 |
|---|---|
| record_format |
dspace |
| spelling |
Mishura, Y. Posashkov, S. 2009-11-19T10:19:03Z 2009-11-19T10:19:03Z 2007 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 https://nasplib.isofts.kiev.ua/handle/123456789/4486 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. en Інститут математики НАН України Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and wiener process Article published earlier |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| title |
Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and wiener process |
| spellingShingle |
Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and wiener process Mishura, Y. Posashkov, S. |
| title_short |
Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and wiener process |
| title_full |
Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and wiener process |
| title_fullStr |
Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and wiener process |
| title_full_unstemmed |
Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and wiener process |
| title_sort |
existence and uniqueness of solution of mixed stochastic differential equation driven by fractional brownian motion and wiener process |
| author |
Mishura, Y. Posashkov, S. |
| author_facet |
Mishura, Y. Posashkov, S. |
| publishDate |
2007 |
| language |
English |
| publisher |
Інститут математики НАН України |
| format |
Article |
| 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.
|
| issn |
0321-3900 |
| url |
https://nasplib.isofts.kiev.ua/handle/123456789/4486 |
| citation_txt |
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. |
| work_keys_str_mv |
AT mishuray existenceanduniquenessofsolutionofmixedstochasticdifferentialequationdrivenbyfractionalbrownianmotionandwienerprocess AT posashkovs existenceanduniquenessofsolutionofmixedstochasticdifferentialequationdrivenbyfractionalbrownianmotionandwienerprocess |
| first_indexed |
2025-11-27T19:28:04Z |
| last_indexed |
2025-11-27T19:28:04Z |
| _version_ |
1850852701062037504 |