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Stochastic Differential Equations with Additive Fractional Noise and Locally Unbounded Drift

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References

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1974A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT430 cited
1999An Elementary Approach to a Girsanov Formula and Other Analytical Results on Fractional Brownian Motions401 cited
1996Existence of strong solutions for Itô's stochastic equations via approximations400 cited
1981ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS394 cited
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1972On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations124 cited
1993On quasi-linear stochastic partial differential equations75 cited

Cited by

2008A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one33 cited
2022Distribution dependent SDEs driven by additive fractional Brownian motion32 cited
2019Strong Existence and Higher Order Fréchet Differentiability of Stochastic Flows of Fractional Brownian Motion Driven SDEs with Singular Drift30 cited

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