output
20082022
most citedStochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion

146 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2008 · math.PRShow all

1 paper · 2 filters

math.PR2008★ 146 cited

Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion

João Guerra, David Nualart

We prove an existence and uniqueness theorem for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fracti…