Stochastic bilinear equation with fractional Brownian motion with Hurst parameter H less than 1/2

Abstract

An explicite formula for a solution to the one-dimensional stochastic bilinear equation with fractional Brownian motion with Hurst parameter H less than 1/2 is given.

Keywords

• Stochastic
• bilinear
• equation
• fractional
• Brownian
• motion
• Hurst
• parameter
• 1/2