Papers
Topics
Authors
Recent
Search
2000 character limit reached

Mixed stochastic differential equations: Existence and uniqueness result

Published 1 Nov 2015 in math.PR | (1511.00191v1)

Abstract: In this paper we shall establish an existence and uniqueness result for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fractional Brownian motion with Hurst parameter $H > \frac{1}{2} and a multidimensional standard Brownian motion under a weaker condition than the Lipschitz one.

Summary

No one has generated a summary of this paper yet.

Paper to Video (Beta)

No one has generated a video about this paper yet.

Whiteboard

No one has generated a whiteboard explanation for this paper yet.

Open Problems

We haven't generated a list of open problems mentioned in this paper yet.

Continue Learning

We haven't generated follow-up questions for this paper yet.

Collections

Sign up for free to add this paper to one or more collections.