The existence and uniqueness of the solution of an integral equation driven by a p-semimartingale of special type

Stochastic Processes and their Applications

Volumn 98, Issue 2, 2002, Pages 289-315

  Kubilius, K ^a  

^a VILNIUS UNIVERSITY   (Lithuania)

Author keywords

Fractional Brownian motion; p semimartingales; p variation; Stochastic integral equation

Indexed keywords

EID: 0036186822     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(01)00145-4     Document Type: Article

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