๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Fractional Smoothness of Some Stochastic Integrals

โœ Scribed by Peng Xie; Xi Cheng Zhang


Publisher
Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2006
Tongue
English
Weight
141 KB
Volume
23
Category
Article
ISSN
1439-7617

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


On some fractional stochastic delay diff
โœ Mahmoud M. El-Borai; Khairia El-Said El-Nadi; Hoda A. Fouad ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 427 KB

## a b s t r a c t We consider the Cauchy problem for an abstract stochastic delay differential equation driven by fractional Brownian motion with the Hurst parameter H > 1 2 . We prove the existence and uniqueness for this problem, when the coefficients have enough regularity, the diffusion coeffi

Some ratio inequalities for iterated sto
โœ Litan Yan ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 193 KB

Let X = (Xt, Ft) be a continuous local martingale with quadratic variation X and X0 = 0. Define iterated stochastic integrals In(X) = (In(t, X), Ft) , n โ‰ฅ 0, inductively by In(t, X