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On Weak Solutions of an Integral Equation Driven by a p-Semimartingale of Special Type |
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| Authors: | K Kubilius |
| Abstract: | We consider the integral equation driven by a standard Brownian motion and by a fractional Brownian motion. Sufficient conditions under which the equation has a weak solution are obtained. |
| Keywords: | stochastic integral equation fractional Brownian motion p-variation |
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