Finiteness of Moments of Solutions to Mixed-Type Stochastic Differential Equations Driven by Standard and Fractional Brownian Motions

被引：0

|

作者：

M. M. Vas’kovskii

A. A. Karpovich

机构：

[1] Belarusian State University,

来源：

Differential Equations | 2021年 / 57卷

关键词：

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

收藏

页码：148 / 154

页数：6

相关论文

共 50 条

[41] On uniqueness and existence of solutions to stochastic set-valued differential equations with fractional Brownian motions
Zhu, Jialu
Liang, Yong
Fei, Weiyin
[J]. SYSTEMS SCIENCE & CONTROL ENGINEERING, 2020, 8 (01): : 618 - 627
[42] Nonparametric estimation of trend for stochastic differential equations driven by mixed fractional Brownian motion
Rao, B. L. S. Prakasa
[J]. STOCHASTIC ANALYSIS AND APPLICATIONS, 2019, 37 (02) : 271 - 280
[43] Viability for mixed stochastic differential equations driven by fractional Brownian motion and its application
Li, Zhi
Qu, Haiqing
Xu, Liping
Yan, Litan
[J]. APPLICABLE ANALYSIS, 2023, 102 (12) : 3315 - 3339
[44] Parametric estimation for linear stochastic differential equations driven by mixed fractional Brownian motion
Rao, B. L. S. Prakasa
[J]. STOCHASTIC ANALYSIS AND APPLICATIONS, 2018, 36 (05) : 767 - 781
[45] Besicovitch almost automorphic solutions in finite-dimensional distributions to stochastic semilinear differential equations driven by both Brownian and fractional Brownian motions
Li, Yongkun
Bai, Zhicong
[J]. MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2024,
[46] Impulsive stochastic fractional differential equations driven by fractional Brownian motion
Abouagwa, Mahmoud
Cheng, Feifei
Li, Ji
[J]. ADVANCES IN DIFFERENCE EQUATIONS, 2020, 2020 (01)
[47] Nonlocal fractional stochastic differential equations driven by fractional Brownian motion
Jingyun Lv
Xiaoyuan Yang
[J]. Advances in Difference Equations, 2017
[48] Nonlocal fractional stochastic differential equations driven by fractional Brownian motion
Lv, Jingyun
Yang, Xiaoyuan
[J]. ADVANCES IN DIFFERENCE EQUATIONS, 2017,
[49] Impulsive stochastic fractional differential equations driven by fractional Brownian motion
Mahmoud Abouagwa
Feifei Cheng
Ji Li
[J]. Advances in Difference Equations, 2020
[50] Uniqueness and Explosion Time of Solutions of Stochastic Differential Equations Driven by Fractional Brownian Motion
Jie XU
Yun Min ZHU
Ji Cheng LIU
[J]. ActaMathematicaSinica., 2012, 28 (12) - 2416

← 1 2 3 4 5 →