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Weak solutions to stochastic differential equations driven by fractional Brownian motion
- 1.0306930 - ÚTIA 2008 CZ eng V - Research Report
Šnupárková, Jana
Weak solutions to stochastic differential equations driven by fractional Brownian motion.
[Slabá řešení stochastických diferenciálních rovnic řízených frakcionálním Brownovým pohybem.]
Praha: ÚTIA AV ČR, 2008. 22 s. Research Report, 2220.
R&D Projects: GA ČR GA201/07/0237
Institutional research plan: CEZ:AV0Z10750506
Keywords : stochastic differential equations * weak solution * fractional Brownian motion
Subject RIV: BA - General Mathematics
Existence of weak solutions to non-autonomous stochastic differential equations driven by a fractional Brownian motion is shown.
Permanent Link: http://hdl.handle.net/11104/0159824
Number of the records: 1