| dc.creator |
Nualart, David, 1951- |
|
| dc.creator |
Rascanu, Aurel |
|
| dc.date |
2011-03-08T09:48:50Z |
|
| dc.date |
2011-03-08T09:48:50Z |
|
| dc.date |
2002 |
|
| dc.date.accessioned |
2024-12-16T10:26:17Z |
|
| dc.date.available |
2024-12-16T10:26:17Z |
|
| dc.identifier |
0010-0757 |
|
| dc.identifier |
http://hdl.handle.net/2445/16906 |
|
| dc.identifier.uri |
http://fima-docencia.ub.edu:8080/xmlui/handle/123456789/20826 |
|
| dc.description |
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. |
|
| dc.format |
27 p. |
|
| dc.format |
application/pdf |
|
| dc.language |
eng |
|
| dc.publisher |
Universitat de Barcelona |
|
| dc.relation |
Reproducció del document publicat a: http://www.collectanea.ub.edu/index.php/Collectanea/article/view/4012/4915 |
|
| dc.relation |
Collectanea Mathematica, 2002, vol. 53, num. 1, p. 55-81 |
|
| dc.rights |
(c) Universitat de Barcelona, 2002 |
|
| dc.rights |
info:eu-repo/semantics/openAccess |
|
| dc.source |
Articles publicats en revistes (Genètica, Microbiologia i Estadística) |
|
| dc.subject |
Equacions diferencials |
|
| dc.subject |
Anàlisi estocàstica |
|
| dc.subject |
Processos de moviment brownià |
|
| dc.subject |
Differential equations |
|
| dc.subject |
Stochastic analysis |
|
| dc.subject |
Brownian motion processes |
|
| dc.title |
Differential equations driven by fractional Brownian motion |
|
| dc.type |
info:eu-repo/semantics/article |
|
| dc.type |
info:eu-repo/semantics/publishedVersion |
|