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Fractional stochastic differential equations with applications to finance

โœ Scribed by Dung Nguyen Tien


Book ID
119299449
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
278 KB
Volume
397
Category
Article
ISSN
0022-247X

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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