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Xiaoming Song

1 paper here

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  • last author1

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  • math.PR1

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collaborators

1 paper

math.PR2007

A singular stochastic differential equation driven by fractional Brownian motion

Yaozhong Hu, David Nualart, Xiaoming Song

In this paper we study a singular stochastic differential equation driven by an additive fractional Brownian motion with Hurst parameter H>21​. Under some assumptions on the…

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