Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation

Zhang, SQ; Yuan, CG

Zhang, SQ (corresponding author), Cent Univ Finance & Econ, Sch Math & Stat, Beijing 100081, Peoples R China.

PROCEEDINGS OF THE ROYAL SOCIETY OF EDINBURGH SECTION A-MATHEMATICS, 2021; 151 (4): 1278

Abstract

In this paper, we study a class of one-dimensional stochastic differential equations driven by fractional Brownian motion with Hurst parameter H > ......

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