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періодичних видань НАН України
Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and wiener process
Репозиторій DSpace/Manakin
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Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and wiener process
Посилання:
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.
Дата:
2007
Переглядів:
874
Завантажень:
529
Анотація:
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.
