Existence and uniqueness for solutions of one dimensional SDE's driven by an additive fractional noise-Reference-Cited by-同舟云学术

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Existence and uniqueness for solutions of one dimensional SDE's driven by an additive fractional noise

Published:2004-10 Issue:5 Volume:76 Page:409-427
ISSN:1045-1129
Container-title:Stochastics and Stochastic Reports
language:en
Short-container-title:Stochastics and Stochastic Reports

Author:

Denis Laurent¹,Erraoui Mohamed,Ouknine Youssef²

Affiliation:

1. a Département de Mathématiques , Laboratoire “Statistique et Processus” , E.A. 3263, Avenue O. Messiaen, 72085, Le Mans, France

2. b Faculté des Sciences Semlalia Département de Mathématiques , Université Cadi Ayyad , BP, 2390, Marrakech, Maroc

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/10451120412331299336

Reference16 articles.

1. Stochastic Calculus with Respect to Gaussian Processes

2. On the law of the iterated logarithm for Gaussian processes

3. On one-dimensional stochastic differential equations with unit diffusion coefficient. structure of solutions

4. Abstract nonlinear filtering theory in the presence of fractional Brownian motion

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Stochastic differential equations with time-dependent coefficients driven by fractional Brownian motion;Physica A: Statistical Mechanics and its Applications;2019-09

2. Impact of Correlated Noises on Additive Dynamical Systems;Mathematical Problems in Engineering;2014

3. Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion;SIAM Journal on Mathematical Analysis;2009-01

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