Linear stochastic differential equations driven by a fractional Brownian motion with hurst parameter less than 1/2

Stochastic Analysis and Applications

Volumn 25, Issue 1, 2007, Pages 105-126

  León, Jorge A ^a   Martín, Jaime San ^b  

^a DEPARTAMENTO DE FÍSICA   (Mexico)

^b UNIVERSITY OF CHILE   (Chile)

Author keywords

Chaotic representation; Divergence operator for Gaussian processes; Fractional Brownian motion; Fractional derivatives and integrals

Indexed keywords

EID: 33845393304     PISSN: 07362994     EISSN: 15329356     Source Type: Journal    
DOI: 10.1080/07362990601052052     Document Type: Article

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