On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion
type: Item
instance of: scholarly article
title: On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion
zbMATH Open document ID: 1091.60008
author: Ivan Nourdin
author: Thomas Simon
published in: Statistics \& Probability Letters
publication date: 2006-06-16T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G18
zbMATH DE Number: 5033122
zbMATH Keywords: absolute continuity
zbMATH Keywords: Doss-Sussmann transformation
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: Newton-Côtes SDE
MaRDI profile type: Publication
full work available at URL: j.spl.2005.10.021
OpenAlex ID: W4300189330
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DOI: 10.1016/J.SPL.2005.10.021
description: scientific article