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Generating diffusions with fractional Brownian motion - MaRDI portal

Generating diffusions with fractional Brownian motion

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Publication:6377679

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DOI10.1007/S00220-022-04462-2zbMath1510.60028arXiv2109.06948MaRDI QIDQ6377679

Martin Hairer, Xue-Mei Li

Publication date: 14 September 2021

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Rough paths (60L20)

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