Add to ORKGAbstract. Existence of a weak solution to the n-dimensional system of stochastic dif-ferential equations driven by a fractional Brownian motion with the Hurst parameter H ∈ (0, 1) \ {1 2} is shown for a time-dependent but state-independent diffusion and a drift that may by split into a regular part and a singular one which, however, satisfies the hypotheses of the Girsanov Theorem. In particular, a stochastic nonlinear oscillator driven by a fractional noise is considered
We demonstrate that stochastic differential equations (SDEs) driven by fractional Brownian motion wi...
We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate addit...
AbstractIn this paper, some explicit solutions are given for stochastic differential equations in a ...
summary:Existence of a weak solution to the $n$-dimensional system of stochastic differential equati...
Existence of weak solutions to an equation of an n-dimensional nonlinear stochastic oscillator with ...
In this paper, we prove the existence of strong solutions to an stochastic differential equation wit...
Abstract. In this paper we study the existence and uniqueness of a class of stochastic differential ...
We give a new approach to prove the existence of a weak solution of \[dx_t = f(t,x_t)dt + g(t)dB^H_t...
Title: Stochastic evolution equations with multiplicative fractional noise Author: Jana Šnupárková D...
In this paper we prove the existence of strong solutions to a SDE with a generalized drift driven by...
A global existence and uniqueness result of the solution for multidimensional, time dependent, stoch...
We prove weak existence for multi-dimensional SDEs with distributional drift driven by a fractional ...
In this paper we consider a class of nonlinear stochastic partial differential equations (SPDEs) dr...
AbstractIn this paper, we prove a global existence and uniqueness result for the solution of a stoch...
We study distribution dependent stochastic differential equations with irregular, possibly distribut...
We demonstrate that stochastic differential equations (SDEs) driven by fractional Brownian motion wi...
We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate addit...
AbstractIn this paper, some explicit solutions are given for stochastic differential equations in a ...
summary:Existence of a weak solution to the $n$-dimensional system of stochastic differential equati...
Existence of weak solutions to an equation of an n-dimensional nonlinear stochastic oscillator with ...
In this paper, we prove the existence of strong solutions to an stochastic differential equation wit...
Abstract. In this paper we study the existence and uniqueness of a class of stochastic differential ...
We give a new approach to prove the existence of a weak solution of \[dx_t = f(t,x_t)dt + g(t)dB^H_t...
Title: Stochastic evolution equations with multiplicative fractional noise Author: Jana Šnupárková D...
In this paper we prove the existence of strong solutions to a SDE with a generalized drift driven by...
A global existence and uniqueness result of the solution for multidimensional, time dependent, stoch...
We prove weak existence for multi-dimensional SDEs with distributional drift driven by a fractional ...
In this paper we consider a class of nonlinear stochastic partial differential equations (SPDEs) dr...
AbstractIn this paper, we prove a global existence and uniqueness result for the solution of a stoch...
We study distribution dependent stochastic differential equations with irregular, possibly distribut...
We demonstrate that stochastic differential equations (SDEs) driven by fractional Brownian motion wi...
We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate addit...
AbstractIn this paper, some explicit solutions are given for stochastic differential equations in a ...