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A note on the continuity in the hurst index of the solution of rough differential equations driven by a fractional brownian motion - MaRDI portal

A note on the continuity in the hurst index of the solution of rough differential equations driven by a fractional brownian motion (Q5155321)

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scientific article; zbMATH DE number 7407257
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A note on the continuity in the hurst index of the solution of rough differential equations driven by a fractional brownian motion
scientific article; zbMATH DE number 7407257

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    A note on the continuity in the hurst index of the solution of rough differential equations driven by a fractional brownian motion (English)
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    6 October 2021
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    continuity
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    Hurst parameters
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    fractional Brownian motion
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    rough path
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