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- W2158838731 abstract "Existence of a weak solution to the n-dimensional system of stochastic differential equations driven by a fractional Brownian motion with the Hurst parameter H ∈ (0, 1) {1/2} is shown for a time-dependent but state-independent diffusion and a drift that may by split into a regular part and a singular one which, however, satisfies the hypotheses of the Girsanov Theorem. In particular, a stochastic nonlinear oscillator driven by a fractional noise is considered." @default.
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- W2158838731 date "2009-11-10" @default.
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- W2158838731 title "Weak solutions to stochastic differential equations driven by fractional brownian motion" @default.
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- W2158838731 doi "https://doi.org/10.1007/s10587-009-0062-y" @default.
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