Analog of the Kolmogorov Equations for One-Dimensional Stochastic Differential Equations Controlled by Fractional Brownian Motion with Hurst Exponent $$H\in (0,1)$$
Crossref DOI link: https://doi.org/10.1134/S0012266122010025
Published Online: 2022-03-18
Published Print: 2022-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Vas’kovskii, M. M.
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Article History
Received: 23 August 2021
Revised: 23 September 2021
Accepted: 23 November 2021
First Online: 18 March 2022