Speakers: Soledad Torres\n\nWe present the explosion time of the solution to autonomous stochastic differential equations driven by the fractional Brownian motion with Hurst parameter . With the help of the Lamperti transformation, we are able to tackle the case of non-constant diffusion coefficients not covered in the literature. In addition, we provide an adaptive Euler-type numerical scheme for approximating the explosion time.\n\nhttps://indico.math.cnrs.fr/event/16546/
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