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http://hdl.handle.net/2445/16906
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DC Field | Value | Language |
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dc.contributor.author | Nualart, David, 1951- | cat |
dc.contributor.author | Rascanu, Aurel | cat |
dc.date.accessioned | 2011-03-08T09:48:50Z | - |
dc.date.available | 2011-03-08T09:48:50Z | - |
dc.date.issued | 2002 | - |
dc.identifier.issn | 0010-0757 | - |
dc.identifier.uri | http://hdl.handle.net/2445/16906 | - |
dc.description.abstract | A global existence and uniqueness result of the solution for multidimensional, time dependent, stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H> is proved. It is shown, also, that the solution has finite moments. The result is based on a deterministic existence and uniqueness theorem whose proof uses a contraction principle and a priori estimates. | eng |
dc.format.extent | 27 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | eng |
dc.publisher | Universitat de Barcelona | cat |
dc.relation.isformatof | Reproducció del document publicat a: http://www.collectanea.ub.edu/index.php/Collectanea/article/view/4012/4915 | cat |
dc.relation.ispartof | Collectanea Mathematica, 2002, vol. 53, num. 1, p. 55-81 | cat |
dc.rights | (c) Universitat de Barcelona, 2002 | - |
dc.source | Articles publicats en revistes (Genètica, Microbiologia i Estadística) | - |
dc.subject.classification | Equacions diferencials | cat |
dc.subject.classification | Anàlisi estocàstica | cat |
dc.subject.classification | Processos de moviment brownià | cat |
dc.subject.other | Differential equations | eng |
dc.subject.other | Stochastic analysis | eng |
dc.subject.other | Brownian motion processes | eng |
dc.title | Differential equations driven by fractional Brownian motion | eng |
dc.type | info:eu-repo/semantics/article | - |
dc.type | info:eu-repo/semantics/publishedVersion | - |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | - |
Appears in Collections: | Articles publicats en revistes (Genètica, Microbiologia i Estadística) |
Files in This Item:
File | Description | Size | Format | |
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noidgcm05.pdf | 216.04 kB | Adobe PDF | View/Open |
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