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| 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 |
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