Limit theorem for a differential equation with a long-range random coefficient;Théorème limite pour une équation différentielle à coefficient aléatoire à mémoire longue

Comptes Rendus Mathematique

Volumn 338, Issue 2, 2004, Pages 167-170

  Marty, Renaud ^a  

^a INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

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[No Author keywords available]

Indexed keywords

EID: 0742306734     PISSN: 1631073X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.crma.2003.11.010     Document Type: Article

References (7)

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4. Lejay A. An introduction to rough paths in: Séminaire de Probabilités XXXVII in: Lecture Notes in Math. vol. 1832 2003 Springer-Verlag
5. Lyons T. Differential equations driven by rough signals Rev. Mat. Iberoamericana 14 2 1998 215-310
6. Lyons T. Differential equations driven by rough signals (I): an extension of an inequality of L.C. Young Math. Res. Lett. 1 1994 451-464
7. Samorodnitsky G. Taqqu M.S. Stable Non-Gaussian Random Processes 1994 Chapman and Hall