scholarly journals Strong Solutions of Stochastic Differential Equations with Coefficients in Mixed-Norm Spaces

2021 ◽  
Author(s):  
Chengcheng Ling ◽  
Longjie Xie
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Strong Solutions ◽  
Mixed Norm ◽  
Mixed Norm Spaces

EXISTENCE OF STRONG SOLUTIONS AND UNIQUENESS IN LAW FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION

2009 ◽  
Vol 09 (03) ◽  
pp. 423-435 ◽  
Author(s):  
TYRONE DUNCAN ◽  
DAVID NUALART
Keyword(s):  
Brownian Motion ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Fractional Brownian Motion ◽  
Strong Solutions ◽  
Hurst Parameter ◽  
Uniqueness In Law ◽  
Pathwise Solutions

In this paper we establish the existence of pathwise solutions and the uniqueness in law for multidimensional stochastic differential equations driven by a multi-dimensional fractional Brownian motion with Hurst parameter H > 1/2.

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