Gradient Bounds for Solutions of Stochastic Differential Equations Driven by Fractional Brownian Motions

DOI10.1007/978-1-4614-5906-4_18zbMath1281.60053arXiv1102.4601OpenAlexW1661377179MaRDI QIDQ2841791

Fabrice Baudoin, Cheng Ouyang

Publication date: 30 July 2013

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.4601

zbMATH Keywords

fractional Brownian motionstochastic differential equationsgradient bounds

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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