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Limit theorem for a rough differential equation with a negative long-range random coefficient - MaRDI portal

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Limit theorem for a rough differential equation with a negative long-range random coefficient (Q6616464)

From MaRDI portal





scientific article; zbMATH DE number 7923986
Language Label Description Also known as
English
Limit theorem for a rough differential equation with a negative long-range random coefficient
scientific article; zbMATH DE number 7923986

    Statements

    title
    Limit theorem for a rough differential equation with a negative long-range random coefficient (English)
    0 references
    author
    Mounir Bedhiafi
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    Mohamed Gaidi
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    publication date
    9 October 2024
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    zbMATH Keywords
    rough paths
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    fractional Brownian motion
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    Gaussian process
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    differential equation
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    Identifiers

    zbMATH DE Number
    7923986
    0 references
     
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