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Moment estimates and applications for SDEs driven by fractional Brownian motions with irregular drifts
Bulletin des Sciences Mathématiques ( IF 1.3 ) Pub Date : 2021-06-06 , DOI: 10.1016/j.bulsci.2021.103011
Xiliang Fan , Shao-Qin Zhang

In this paper, moment estimates of Hölder norm type are obtained for the solution to stochastic differential equation driven by fractional Brownian motion whose drift is measurable and has linear growth. As application, we prove the existence of a density for this kind of stochastic equation which extends the validity of a method introduced by N. Fournier and J. Printems (2010) and developed by M. Romito (2018).



中文翻译:

由具有不规则漂移的分数布朗运动驱动的 SDE 的矩估计和应用

在本文中,对于漂移可测且线性增长的分数布朗运动驱动的随机微分方程的解,获得了Hölder范数类型的矩估计。作为应用,我们证明了这种随机方程的密度存在,它扩展了 N. Fournier 和 J. Printems (2010) 引入并由 M. Romito (2018) 开发的方法的有效性。

更新日期:2021-06-09
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