Large deviation principle applied for a solution of mixed stochastic differential equation involving independent standard Brownian motion and fractional Brownian motion

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Bibliographic Details
Published inApplied mathematical sciences Vol. 14; no. 11; pp. 511 - 530
Main Authors Diatta, Raphael, Diedhiou, Alassane
Format Journal Article
LanguageEnglish
Published 2020
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ISSN:1312-885X
1314-7552
DOI:10.12988/ams.2020.914225