Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness
Probability
2017-01-06 v1
Abstract
Our aim in this paper is to establish some strong stability properties of a solution of a stochastic differential equation driven by a fractional Brownian motion for which the pathwise uniqueness holds. The results are obtained using Skorokhod's selection theorem.
Keywords
Cite
@article{arxiv.1701.01244,
title = {Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness},
author = {Oussama El Barrimi and Youssef Ouknine},
journal= {arXiv preprint arXiv:1701.01244},
year = {2017}
}
Comments
Published at http://dx.doi.org/10.15559/16-VMSTA69 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)