Stochastic Differential Equations Driven by Additive Volterra–Lévy and Volterra–Gaussian Noises
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Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-17820-7_14
Reference25 articles.
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3. Di Nunno, G., Mishura, Y., Yurchenko-Tytarenko, A.: Sandwiched SDEs with unbounded drift driven by Hölder noises. To appear in Advances in Applied Probability 55 (2023)
4. Dzhaparidze, K., van Zanten, H.: A series expansion of fractional Brownian motion. Probab. Theory Related Fields 130(1), 39–55 (2004)
5. Fernique, X.: Regularité des trajectoires des fonctions aléatoires gaussiennes. In: École d’Été de Probabilités de Saint-Flour, IV-1974, pp. 1–96. Lecture Notes in Math. Vol. 480 (1975)
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