ESTIMATES FOR THE SOLUTION TO STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER H ∈ (⅓, ½)
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Publication:3173987
DOI10.1142/S0219493711003267zbMath1231.60049OpenAlexW2171187349MaRDI QIDQ3173987
Publication date: 11 October 2011
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493711003267
fractional Brownian motionMalliavin calculusstochastic differential equationsfractional calculusrough path analysis
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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