Moment estimates for solutions of linear stochastic differential equations driven by analytic fractional Brownian motion (Q638218)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment estimates for solutions of linear stochastic differential equations driven by analytic fractional Brownian motion |
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Moment estimates for solutions of linear stochastic differential equations driven by analytic fractional Brownian motion (English)
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9 September 2011
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stochastic differential equations
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fractional Brownian motion
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analytic fractional Brownian motion
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rough paths
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Hölder continuity
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Chen series
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