Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficients

Suo, YQ; Yuan, CG; Zhang, SQ

Zhang, SQ (corresponding author), Cent Univ Finance & Econ, Sch Math & Stat, Beijing 100081, Peoples R China.

STOCHASTIC ANALYSIS AND APPLICATIONS, 2020; 39 (2): 278

Abstract

In this paper, by using Girsanov's transformation and the property of the corresponding reference stochastic differential equations, we investigate we......

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