We consider slow/fast systems where the slow system is driven by fractional Brownian
motion with Hurst parameter H>12. We show that unlike in the case H=12, convergence to …

In this paper, we study distribution dependent stochastic differential equations driven
simultaneously by fractional Brownian motion with Hurst index H> 1 2 and standard …

We build a hybrid theory of rough stochastic analysis which seamlessly combines the
advantages of both It\^ o's stochastic and Lyons' rough differential equations. This gives a …

It is now known that, under a weaker condition than the Lipschitz one, the existence and
uniqueness result for solutions of stochastic differential equations driven simultaneously by …

In this paper, we study the moderate deviations principle (MDP) for slow–fast stochastic
dynamical systems where the slow motion is governed by small fractional Brownian motion …

Full article: Parametric inference for stochastic differential equations driven by a mixed
fractional Brownian motion with random effects based on discrete observations Skip to Main …

Nonparametric Estimation for Stochastic Differential Equations Driven by Mixed Fractional
Brownian Motion with Random Effects | SpringerLink Skip to main content Advertisement …

In this paper, we define the mixed fractional Constant Elasticity of Variance (CEV) process
exploiting a transfer equation. This transformation enables us to shift non-linearity from the …

In this paper we are interested in fractional stochactic differential equations (SDEs) with a
soft wall. What do we mean by such a type of equation? It has been established that SDE …

Rate of convergence of Euler approximation of time-dependent mixed SDEs Page 1 http://www.aimspress.com/journal/Math
AIMS Mathematics, 5(3): 2163–2195. DOI: 10.3934/math.2020144 Received: 22 October …