Operators associated with a stochastic differential equation driven by fractional Brownian motions

Stochastic Processes and their Applications

Volumn 117, Issue 5, 2007, Pages 550-574

  Baudoin, Fabrice ^a   Coutin, Laure ^b  

^a INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

^b UNIVERSITÉ PARIS DESCARTES   (France)

Author keywords

Fractional Brownian motion; Rough paths theory; Stochastic differential equation

Indexed keywords

BROWNIAN MOVEMENT; INVARIANCE; PARTIAL DIFFERENTIAL EQUATIONS; ROUGH SET THEORY; STOCHASTIC MODELS; TAYLOR SERIES;

DIFFERENTIAL OPERATORS; FRACTIONAL BROWNIAN MOTION; INFINITE DIMENSIONAL SYSTEM;

MATHEMATICAL OPERATORS;

EID: 34047148984     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2006.09.004     Document Type: Article

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