Moment estimates and applications for SDEs driven by fractional Brownian motions with irregular drifts

Fan, XL; Zhang, SQ

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

BULLETIN DES SCIENCES MATHEMATIQUES, 2021; 170 ():

Abstract

In this paper, moment estimates of Holder norm type are obtained for the solution to stochastic differential equation driven by fractional Brownian mo......

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