Add to ORKGStochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H.
A global existence and uniqueness result of the solution for multidimensional, time dependent, stoch...
Affine stochastic delay differential equation, Bayes estimator, Fractional Brownian motion, Local as...
The existence and uniqueness of solution of stochastic differential equation driven by standard Brow...
We consider the Cauchy problem for a stochastic delay differential equation driven by a fractional B...
We consider the Cauchy problem for a stochastic delay differential equation driven by a fractional ...
In this note, we prove an existence and uniqueness result of solution for stochastic differential d...
In this paper we investigate the existence, uniqueness and exponential asymptotic behavior of mild s...
The main goal of this article is to study an averaging principle for a class of two-time-scale stoch...
We consider the problem of Hurst index estimation for solutions of stochastic differential equations...
Abstract. In this paper we study the existence and uniqueness of a class of stochastic differential ...
In this note we prove an existence and uniqueness result for the solution of multidimensional stocha...
summary:Existence of a weak solution to the $n$-dimensional system of stochastic differential equati...
In this thesis, we investigate the properties of solution to the stochastic differential equation dr...
AbstractIn this paper, we prove a global existence and uniqueness result for the solution of a stoch...
In this paper, we consider stochastic differential equations with non-negativity constraints, driven...
A global existence and uniqueness result of the solution for multidimensional, time dependent, stoch...
Affine stochastic delay differential equation, Bayes estimator, Fractional Brownian motion, Local as...
The existence and uniqueness of solution of stochastic differential equation driven by standard Brow...
We consider the Cauchy problem for a stochastic delay differential equation driven by a fractional B...
We consider the Cauchy problem for a stochastic delay differential equation driven by a fractional ...
In this note, we prove an existence and uniqueness result of solution for stochastic differential d...
In this paper we investigate the existence, uniqueness and exponential asymptotic behavior of mild s...
The main goal of this article is to study an averaging principle for a class of two-time-scale stoch...
We consider the problem of Hurst index estimation for solutions of stochastic differential equations...
Abstract. In this paper we study the existence and uniqueness of a class of stochastic differential ...
In this note we prove an existence and uniqueness result for the solution of multidimensional stocha...
summary:Existence of a weak solution to the $n$-dimensional system of stochastic differential equati...
In this thesis, we investigate the properties of solution to the stochastic differential equation dr...
AbstractIn this paper, we prove a global existence and uniqueness result for the solution of a stoch...
In this paper, we consider stochastic differential equations with non-negativity constraints, driven...
A global existence and uniqueness result of the solution for multidimensional, time dependent, stoch...
Affine stochastic delay differential equation, Bayes estimator, Fractional Brownian motion, Local as...
The existence and uniqueness of solution of stochastic differential equation driven by standard Brow...