Stochastic differential equation driven by the Rosenblatt process

Key Points

• To explore one-dimensional stochastic differential equations influenced by the Rosenblatt process.
• Analyzed the properties of the Rosenblatt process
• Founded on the concept of non-central limit theorems
• Examined the relationship with fractional Brownian motion
• Identified the covariance relation between the Rosenblatt process and fractional Brownian motion
• Demonstrated applicability in stochastic modeling scenarios