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arXiv · 1701.01244

Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness

Oussama El Barrimi·Youssef Ouknine
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Abstract

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.

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Oussama El Barrimi, Youssef Ouknine. 2017-01-05. Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness. https://doi.org/10.15559/16-vmsta69

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