Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness
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.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
VTeX
2016-12-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://vmsta.vtex.vmt/doi/10.15559/16-VMSTA69 |