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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Fractional Brownian Motion In A Nutshell

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2007

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Approximation Schemes For Stochastic Differential Equations In Hilbert Space

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2018

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Existence And Uniqueness Of Mild Solution To Stochastic Heat Equation With White And Fractional Noises

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Tail Measures And Regular Variation

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Authors: Georgiy Shevchenko, Martin Bladt, Enkelejd Hashorva

2008

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The Rate Of Convergence For Euler Approximations Of Solutions Of Stochastic Differential Equations Driven By Fractional Brownian Motion

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2015

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Asymptotic Behavior Of Mixed Power Variations And Statistical Estimation In Mixed Models

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Authors: Georgiy Shevchenko, Yulia Mishura, Marco Dozzi

2011

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Rate Of Convergence Of Euler Approximations Of Solution To Mixed Stochastic Differential Equation Involving Brownian Motion And Fractional Brownian Motion

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2013

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Malliavin Regularity Of Solutions To Mixed Stochastic Differential Equations

Publisher: Statistics & Probability Letters

Authors: Georgiy Shevchenko, Taras Shalaiko

2016

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Stochastic Wave Equation In A Plane Driven By Spatial Stable Noise

Publisher: Modern Stochastics: Theory and Applications

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