Stochastic analysis, rough path analysis and fractional Brownian motions

Probability Theory and Related Fields

Volumn 122, Issue 1, 2002, Pages 108-140

  Coutin, Laure ^a   Qian, Zhongmin ^a  

^a CNRS   (France)

Author keywords

Fractional Brownian motion; Gaussian process; Malliavin calculus; Rough path; Stochastic differential equation

Indexed keywords

EID: 0036002985     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s004400100158     Document Type: Article

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