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Research Report

Weak solutions to stochastic differential equations driven by fractional Brownian motion

Šnupárková Jana

: 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

2019-01-07 08:39