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Found 8 Documents (Results 1–8)

Analog of the Kolmogorov equations for one-dimensional stochastic differential equations controlled by fractional Brownian motion with Hurst exponent \(H\in (0,1)\). (English. Russian original) Zbl 1498.60240

Differ. Equ. 58, No. 1, 9-14 (2022); translation from Differ. Uravn. 58, No. 1, 11-16 (2022).
MSC:  60H10 60H05 60G22
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Existence and uniqueness of solutions of differential equations weakly controlled by rough paths with an arbitrary positive Hölder exponent. (English. Russian original) Zbl 1485.60087

Differ. Equ. 57, No. 10, 1279-1291 (2021); translation from Differ. Uravn. 57, No. 10, 1305-1317 (2021).
MSC:  60L20 60H15
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Finiteness of moments of solutions to mixed-type stochastic differential equations driven by standard and fractional Brownian motions. (English. Russian original) Zbl 1470.60167

Differ. Equ. 57, No. 2, 148-154 (2021); translation from Differ. Uravn. 57, No. 2, 162-168 (2021).
MSC:  60H10 60G22
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Stability and attraction of solutions of nonlinear stochastic differential equations with standard and fractional Brownian motions. (English. Russian original) Zbl 1376.60067

Differ. Equ. 53, No. 2, 157-170 (2017); translation from Differ. Uravn. 53, No. 2, 160-173 (2017).
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Properties of solutions of stochastic differential equations with standard and fractional Brownian motions. (English. Russian original) Zbl 1354.60060

Differ. Equ. 52, No. 8, 972-980 (2016); translation from Differ. Uravn. 52, No. 8, 1011-1019 (2016).
MSC:  60H10 60G22 60J65
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Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motion, discontinuous coefficients, and a partly degenerate diffusion operator. (English. Russian original) Zbl 1307.60082

Differ. Equ. 50, No. 8, 1053-1069 (2014); translation from Differ. Uravn. 50, No. 8, 1060-1076 (2014).
MSC:  60H10 60G22 60J65
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Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motions and with discontinuous coefficients. (English. Russian original) Zbl 1291.60120

Differ. Equ. 50, No. 2, 189-202 (2014); translation from Differ. Uravn. 50, No. 2, 187-200 (2014).
MSC:  60H10
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