Stochastic integrals and stochastic differential equations with respect to the fractional Brownian field
Анотація
Stochastic differential equations on the plane are considered with respect to the fractional Brownian field. We prove the existence and uniqueness of a solution for such equations. These results are based on new estimates obtained for norms in the Besov type spaces for the two-parameter stochastic integral considered with respect to the fractional Brownian field.
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