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Research Report
Weak solutions to stochastic differential equations driven by fractional Brownian motion
: ÚTIA AV ČR, (Praha 2008)
: Research Report 2220
: CEZ:AV0Z10750506
: GA201/07/0237, GA ČR
: stochastic differential equations, weak solution, fractional Brownian motion
(eng): Existence of weak solutions to non-autonomous stochastic differential equations driven by a fractional Brownian motion is shown.
: BA