On a SDE driven by a fractional brownian motion and with monotone drift

Electronic Communications in Probability

Volumn 8, Issue , 2003, Pages 122-134

  Boufoussi, Brahim ^a   Ouknine, Youssef ^a  

^a FACULTÉ DES SCIENCES SEMLALIA   (Morocco)

Author keywords

Fractional Brownian motion; Girsanov transform; Stochastic integrals

Indexed keywords

EID: 3042663023     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v8-1084     Document Type: Article

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