Journal article
Stochastic Viability And Comparison Theorems For Mixed Stochastic Differential Equations
Year:
2013Published in:
Methodology and Computing in Applied ProbabilityMixed 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