Stochastic differential equations driven by a Wiener process and fractional Brownian motion: Convergence in Besov space with respect to a parameter
Stochastic differential equations driven by a Wiener process and fractional Brownian motion: Convergence in Besov space with respect to a parameter
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DOI：
10.1016/j.camwa.2011.02.032
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发表时间：
2011-08
期刊：
影响因子：
--
通讯作者：
Y. Mishura;S. V. Posashkova
中科院分区：
文献类型：
--
作者：
Y. Mishura;S. V. Posashkova
研究了一类具有非齐次系数和随机初始条件的同时包含Wiener过程和分数布朗运动的随机微分方程。系数和初始条件依赖于一个参数。关于系数和初始条件的假设提供连续依赖的解决方案的参数，关于Besov空间范数，建立。
A stochastic differential equation involving both a Wiener process and fractional Brownian motion, with nonhomogeneous coefficients and random initial condition, is considered. The coefficients and initial condition depend on a parameter. The assumptions on the coefficients and the initial condition supplying continuous dependence of the solution on a parameter, with respect to the Besov space norm, are established.