在轨道唯一性条件下由分数布朗运动驱动的 SDE 解的逼近
概率论
2017-01-06 v1
摘要
本文的目的是建立由分数布朗运动驱动且满足轨道唯一性的随机微分方程解的一些强稳定性性质。这些结果是通过 Skorokhod 选择定理获得的。
引用
@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}
}
备注
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/)