Fractional SDEs with stochastic forcing: Existence, uniqueness, and approximation
Articles
Kęstutis Kubilius
Vilnius University
https://orcid.org/0000-0002-1195-4243
Published 2023-10-31
https://doi.org/10.15388/namc.2023.28.33508
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Keywords

stochastic differential equations
stochastic forcing
fractional Brownian motion
Picard iteration
Vasicek process
p-variation

How to Cite

Kubilius, K. (2023) “Fractional SDEs with stochastic forcing: Existence, uniqueness, and approximation”, Nonlinear Analysis: Modelling and Control, 28(6), pp. 1196–1225. doi:10.15388/namc.2023.28.33508.

Abstract

In this article, we are interested in fractional stochastic differential equations (FSDEs) with stochastic forcing, i.e., to FSDE we add a stochastic forcing term. The conditions for the existence and uniqueness of solutions of such equations are obtained, and the convergence rate of the implicit Euler approximation scheme for them is established. Such types of equations can be applied to the consideration of FSDEs with a permeable wall.

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