Estimates for the solution to stochastic differential equations driven by a fractional brownian motion with hurst parameter H ∈ (1/3,1/2)

Stochastics and Dynamics

Volumn 11, Issue 2-3, 2011, Pages 243-263

  Besalú, Mireia ^a   Nualart, David ^b  

^a UNIVERSITY OF BARCELONA   (Spain)

^b UNIVERSITY OF KANSAS   (United States)

Author keywords

Fractional Brownian motion; fractional calculus; Malliavin calculus; rough path analysis; stochastic differential equations

Indexed keywords

EID: 80051703590     PISSN: 02194937     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219493711003267     Document Type: Article

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