Limit theorem for a differential equation with a long-range random coefficient

DOI10.1016/j.crma.2003.11.010zbMath1038.60033OpenAlexW2077609508MaRDI QIDQ1426571

Renaud Marty

Publication date: 15 March 2004

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2003.11.010

zbMATH Keywords

fractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites Work

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• Differential equations driven by rough signals
• Stochastic analysis, rough path analysis and fractional Brownian motions.
• Lévy area of Wiener processes in Banach spaces
• Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young

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