Journal article

Stochastic Viability And Comparison Theorems For Mixed Stochastic Differential Equations

Year:

2013

Published in:

Methodology and Computing in Applied Probability

Authors:

, ,

Mixed stochastic differential equation

Pathwise integral

Stochastic viability

Comparison theorem

Long-range dependence fractional

Brownian motion

Stochastic differential equation with random drift

For a mixed stochastic differential equation containing both Wiener process and a Hölder continuous process with exponent

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Publisher: Taras Shevchenko National University of Kyiv

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Modern Stochastics And Applications

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Publisher: Bocconi & Springer Series

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2011

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