A Support Theorem for Stochastic Differential Equations Driven by a Fractional Brownian Motion

被引：1

作者：

Xu, Jie ^{[1
]}

Sun, Yanhua ^{[1
]}

Ren, Jie ^{[2
]}

机构：

[1] Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan, Peoples R China

[2] Henan Univ Econ & Laws, Coll Math & Informat Sci, Zhengzhou 450002, Henan, Peoples R China

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2023年 / 36卷 / 02期

关键词：

Support theorem; Ito-Volterra equations; Fractional Brownian motion; WONG-ZAKAI APPROXIMATIONS; LIMIT-THEOREMS; CONVERGENCE; SDES;

D O I：

10.1007/s10959-022-01186-w

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper we prove a support theorem for a class of Ito-Volterra equations related to the fractional Brownian motion. The simplified method developed by Millet and Sanz-Sole plays an important role.

引用

页码：728 / 761

页数：34

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