Precise local estimates for differential equations driven by fractional Brownian motion: elliptic case
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Publication:6111871
DOI10.1007/s10959-022-01208-7arXiv2007.16178WikidataQ115381991 ScholiaQ115381991MaRDI QIDQ6111871
Samy Tindel, Cheng Ouyang, X. Geng
Publication date: 4 August 2023
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.16178
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Rough paths (60L20)
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