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- Publisher
- Springer Journals
- Copyright
- Copyright © Pleiades Publishing, Ltd. 2022
- ISSN
- 0012-2661
- eISSN
- 1608-3083
- DOI
- 10.1134/s0012266122010025
- Publisher site
- See Article on Publisher Site
Abstract
Analogs of the Kolmogorov equations for the expectations and distribution densities ofsolutions of one-dimensional stochastic differential equations controlled by fractional Brownianmotion with Hurst exponent \documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$$H\in (0,1)$$\end{document} areobtained.
Journal
Differential Equations – Springer Journals
Published: Jan 1, 2022