期刊论文详细信息
New Zealand Journal of Mathematics (Online) | |
Stochastic Homeomorphism Flow of SDEs Involving Fractional Brownian Motion and Standard Brownian Motion | |
Toufik Guendouzi | |
关键词: Stochastic homeomorphism flow; Stochastic differential equations; Fractional Brownian motion.; | |
学科分类:社会科学、人文和艺术(综合) | |
来源: University of Auckland * Department of Mathematics | |
【 摘 要 】
In this paper we prove that the solution of the mixed stochastic differential equations driven by fractional Brownian motion and standard Brownian motion for H > 1 / 2 define flows of homeomorphisms on .【 授权许可】
Unknown
【 预 览 】
Files | Size | Format | View |
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RO201904268053948ZK.pdf | 272KB | download |