Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness
arXiv:1701.01244 · doi:10.15559/16-VMSTA69
Abstract
Our aim in this paper is to establish some strong stability properties of a solution of a stochastic differential equation driven by a fractional Brownian motion for which the pathwise uniqueness holds. The results are obtained using Skorokhod's selection theorem.
arXiv commentPublished at http://dx.doi.org/10.15559/16-VMSTA69 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)