Properties of solutions of stochastic differential equations with standard and fractional Brownian motions

被引:0
|
作者
A. A. Levakov
M. M. Vas’kovskii
机构
[1] Belarus State University,
来源
Differential Equations | 2016年 / 52卷
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摘要
We show that conditions ensuring the existence of strong and weak solutions of stochastic differential equations with standard and fractional Brownian motions guarantee the continuous dependence of these solutions on the initial conditions and right-hand sides. We prove a theorem on the uniform continuity of conditional expectations of strong solutions.
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页码:972 / 980
页数:8
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