On a SDE driven by a fractional Brownian motion and with monotone drift
type: Item
instance of: scholarly article
title: On a SDE driven by a fractional Brownian motion and with monotone drift
zbMATH Open document ID: 1060.60060
author: Brahim Boufoussi
author: Youssef Ouknine
published in: Electronic Communications in Probability
publication date: 2005-03-14T00:00:00Z
full work available at URL: https://eudml.org/doc/124518
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G18
zbMATH DE Number: 2145771
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: stochastic integrals
zbMATH Keywords: Girsanov transform
MaRDI profile type: Publication
OpenAlex ID: W2069261236
DOI: 10.1214/ECP.V8-1084
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description: scientific article; zbMATH DE number 2145771