A remark on the mean square distance between the solutions of fractional SDEs and Brownian SDEs

ISSN： 1744-2508

Source： Stochastics: An International Journal of Probability and Stochastic Processes, Vol.84, Iss.1, 2012-02, pp. : 1-19

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Kolmogorov equation and large-time behaviour for fractional brownian motion driven linear sde’s

By Vyroai Michal

Applications of Mathematics, Vol. 50, Iss. 1, 2005-02 ,pp. : 63-81

Springer Publishing Company

Access to resources Recommend Favorite

A Maximum Principle for SDEs of Mean-Field Type

By Andersson Daniel

Applied Mathematics and Optimization, Vol. 63, Iss. 3, 2011-06 ,pp. : 341-356

Springer Publishing Company

Access to resources Recommend Favorite

Stochastic flows for SDEs with non-Lipschitz coefficients

By Ren J. Zhang X.

Bulletin des Sciences Mathematiques, Vol. 127, Iss. 8, 2003-10 ,pp. : 739-754

Elsevier

Access to resources Recommend Favorite

A Local Refinement Strategy for Constructive Quantization of Scalar SDEs

By Müller-Gronbach Thomas Ritter Klaus

Foundations of Computational Mathematics, Vol. 13, Iss. 6, 2013-12 ,pp. : 1005-1033

Springer Publishing Company

Access to resources Recommend Favorite

Pathwise uniqueness and continuous dependence for SDEs with non-regular drift

By Fedrizzi E. Flandoli F.

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 83, Iss. 3, 2011-06 ,pp. : 241-257

Taylor & Francis Ltd

Access to resources Recommend Favorite