Fractional stochastic differential equation with discontinuous diffusion
  In this paper we study a stochastic differential equation driven by a fractional Brownian motion with a discontinuous coefficient. We also give an approximation to the solution of the equation. This is a first step to define a fractional version of the skew Brownian motion. 
Johanna Garz\'on, Jorge A. Le\'on, Soledad Torres
math.PR