Weak solutions to stochastic differential equations driven by fractional Brownian motion
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F09%3A00331176" target="_blank" >RIV/67985556:_____/09:00331176 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Weak solutions to stochastic differential equations driven by fractional Brownian motion
Original language description
Existence of weak solutions to an n-dimensional system of stochastic differential equations driven by a fractional Brownian motion is shown for a time-dependent but state-independent diffusion and a drift that may be rather singular.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA201%2F07%2F0237" target="_blank" >GA201/07/0237: Infinite dimensional stochastic systems</a><br>
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2009
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Czechoslovak Mathematical Journal
ISSN
0011-4642
e-ISSN
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Volume of the periodical
59
Issue of the periodical within the volume
4
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
29
Pages from-to
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UT code for WoS article
000271641800003
EID of the result in the Scopus database
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