1. Home
  2. Issues
  3. Volume 3, Issue 4 (2016)
  4. Approximation of solutions of SDEs drive ...

Modern Stochastics: Theory and Applications


Cited by 3
Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness

Euler approximation and stability of the solution to stochastic differential equations with jumps under pathwise uniqueness
Kaoutar Nasroallah, Youssef Ouknine
https://doi.org/10.1080/17442508.2022.2071107
Journal:  Stochastics Volume 95, Issue 2 (2023), p. 266
Renormalization Group Method for Singular Perturbation System with Fractional Gaussian Noise
Lihong Guo, Shiduo Qu, Shaoyun Shi
https://doi.org/10.2139/ssrn.4105301
Journal:  SSRN Electronic Journal (2022)
Stochastic differential equations driven by fractional Brownian motion
Liping Xu, Jiaowan Luo
https://doi.org/10.1016/j.spl.2018.06.012
Journal:  Statistics & Probability Letters Volume 142 (2018), p. 102


Share


RSS