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Boletin de la Sociedad Matematica Mexicana
Volumn 8, Issue 2, 2002, Pages 205-226
Semilinear fractional stochastic differential equations
Author keywords

Forward integral; Fractional Brownian motion; Malliavin calculus
Indexed keywords

EID: 17744417083     PISSN: 1405213X     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (6)
References (13)
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    • Alòs, E.1    Leon, J.A.2    Nualart, D.3
  • 3
    • 0008562738 scopus 로고    scopus 로고
    • Existence and uniqueness theorems for stochastic differential equations with fractal Brownian motion
    • M. L. KLEPTSYNA, P. E. KLOEDEN AND V. V. ANH. Existence and uniqueness theorems for stochastic differential equations with fractal Brownian motion. Problems Inform. Transmission 34 (1998), No. 4, 332-341.
    • (1998) Problems Inform. Transmission , vol.34 , Issue.4 , pp. 332-341
    • Kleptsyna, M.L.1    Kloeden, P.E.2    Anh, V.V.3
  • 4
    • 0038094623 scopus 로고    scopus 로고
    • Stochastic differential equations with random coefficients
    • A. KOHATSU-HIGA, J. A. LEÓN AND D. NUALART. Stochastic differential equations with random coefficients. Bernoulli 3 (1997), No. 2, 233-245.
    • (1997) Bernoulli , vol.3 , Issue.2 , pp. 233-245
    • Kohatsu-Higa, A.1    León, J.A.2    Nualart, D.3
  • 5
    • 0000746261 scopus 로고
    • Stochastic analysis of fractional Brownian motions
    • S. J. LIN. Stochastic analysis of fractional Brownian motions. Stochastics Stochastics Rep. 55 (1995), No. 1-2, 121-140.
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    • Lin, S.J.1
  • 6
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    • Fractional Brownian motions, fractional noises and applications
    • B. B. MANDELBROT AND J. W. VAN NESS. Fractional Brownian motions, fractional noises and applications. SIAM Rev. 10 (1968), No. 4, 422-437.
    • (1968) SIAM Rev. , vol.10 , Issue.4 , pp. 422-437
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  • 7
    • 0038771348 scopus 로고    scopus 로고
    • Differential equations driven by fractional Brownian motion
    • D. NUALART AND A. RǍŞCANU. Differential equations driven by fractional Brownian motion. Collect. Math. 53 (2002), No. 1, 55-81.
    • (2002) Collect. Math. , vol.53 , Issue.1 , pp. 55-81
    • Nualart, D.1    Rǎşcanu, A.2
  • 8
    • 0034562433 scopus 로고    scopus 로고
    • Integration questions related to fractional Brownian motion
    • V. PIPIRAS AND M. S. TAQQU. Integration questions related to fractional Brownian motion. Probab. Theory Related Fields 118 (2000), No. 2, 251-291.
    • (2000) Probab. Theory Related Fields , vol.118 , Issue.2 , pp. 251-291
    • Pipiras, V.1    Taqqu, M.S.2
  • 9
    • 21344479524 scopus 로고
    • Forward, backward and symmetric stochastic integration
    • F. RUSSO AND P. VALLOIS, Forward, backward and symmetric stochastic integration. Probab. Theory Related Fields 97 (1993), No. 3, 403-421.
    • (1993) Probab. Theory Related Fields , vol.97 , Issue.3 , pp. 403-421
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  • 10
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    • Stieltjes integrals of Holder continuous functions with applications to fractional Brownian motion
    • A. A. RUZMAIKINA, Stieltjes integrals of Holder continuous functions with applications to fractional Brownian motion. J. Statist. Phys. 100 (2000), No. 5-6, 1049-1069.
    • (2000) J. Statist. Phys. , vol.100 , Issue.5-6 , pp. 1049-1069
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  • 11
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    • An inequality of the Holder type, connected with Stieltjes integration
    • L. C. YOUNG. An inequality of the Holder type, connected with Stieltjes integration. Acta Math. 67 (1936), 251-282.
    • (1936) Acta Math. , vol.67 , pp. 251-282
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  • 12
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    • Integration with respect to fractal functions and stochastic calculus I
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  • 13
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    • Integration with respect to fractal functions and stochastic calculus II
    • M. ZÄHLE. Integration with respect to fractal functions and stochastic calculus II. Math. Nachr. 225 (2001), 145-183.
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    • Zähle, M.1

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