SDE solutions, at small times, driven by fractional Brownian motions;Étude en temps petit des solutions d'EDS conduites par des mouvements browniens fractionnaires

Comptes Rendus Mathematique

Volumn 341, Issue 1, 2005, Pages 39-42

  Baudoin, Fabrice ^a   Coutin, Laure ^a  

^a INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 21644437890     PISSN: 1631073X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.crma.2005.05.010     Document Type: Article

References (7)

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3. T. Lyons Differential equations driven by rough signals Rev. Mat. Iberoamericana 14 2 1998 215-310
4. I. Nourdin, One-dimensional differential equations driven by a fractional Brownian motion with any Hurst index H ∈ (0, 1), preprint, 2003
5. D. Nualart A. Rasçanu Differential equations driven by fractional Brownian motion Collect. Math. 53 1 2002 55-81
6. L.C.G. Rogers D. Williams Diffusions, Markov Processes and Martingales, vol. 1 second ed. 2000 Cambridge University Press
7. H. Süssmann On the gap between deterministic and stochastic ordinary differential equations Ann. Probab. 6 1978 19-41