Stochastic differential equations with fractal noise

Mathematische Nachrichten

Volumn 278, Issue 9, 2005, Pages 1097-1106

  Zahle M ^a  

^a FRIEDRICH SCHILLER UNIVERSITY JENA   (Germany)

Author keywords

Anticipating stochastic differential equation; Besov space; Forward integral; Quadratic variation process

Indexed keywords

EID: 22144488750     PISSN: 0025584X     EISSN: None     Source Type: Journal    
DOI: 10.1002/mana.200310295     Document Type: Article

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