Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7547853 | Statistics & Probability Letters | 2018 | 7 Pages |
Abstract
In this paper, we are concerned with a class of stochastic differential equations driven by fractional Brownian motion with Hurst parameter 1â2
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Liping Xu, Jiaowan Luo,