A singular stochastic differential equation driven by fractional Brownian motion (Q730713): Difference between revisions

@@ Property / DOI @@
-.1016/j.spl.2008.01.080
@@ Property / DOI: 10.1016/j.spl.2008.01.080 / rank @@
-Normal rank
@@ Property / OpenAlex ID @@
+W2005449656
@@ Property / OpenAlex ID: W2005449656 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q115341088
@@ Property / Wikidata QID: Q115341088 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.2507
@@ Property / arXiv ID: 0711.2507 / rank @@
+Normal rank
@@ Property / cites work @@
+On a SDE driven by a fractional Brownian motion and with monotone drift
+Normal rank
@@ Property / cites work @@
+Q3823576
@@ Property / cites work: Q3823576 / rank @@
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic analysis of the fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Q4662410
@@ Property / cites work: Q4662410 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4096185
@@ Property / cites work: Q4096185 / rank @@
+Normal rank
@@ Property / cites work @@
+The 1/\(H\)-variation of the divergence integral with respect to the fractional Brownian motion for \(H>1/2\) and fractional Bessel processes
+Normal rank
@@ Property / cites work @@
+Some processes associated with fractional Bessel processes
+Normal rank
@@ Property / cites work @@
+Q5436608
@@ Property / cites work: Q5436608 / rank @@
+Normal rank
@@ Property / cites work @@
+Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
+Normal rank
@@ Property / cites work @@
+Weak solutions for stochastic differential equations with additive fractional noise
+Normal rank
@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
+Normal rank
@@ Property / cites work @@
+Regularization of differential equations by fractional noise.
+Normal rank
@@ Property / cites work @@
+Differential equations driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Q3141895
@@ Property / cites work: Q3141895 / rank @@
+Normal rank
@@ Property / cites work @@
+Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+On a characterization of the Sobolev spaces over an abstract Wiener space
+Normal rank
@@ Property / cites work @@
+An inequality of the Hölder type, connected with Stieltjes integration
+Normal rank
@@ Property / cites work @@
+Integration with respect to fractal functions and stochastic calculus. I
+Normal rank
@@ Property / DOI @@
+.1016/J.SPL.2008.01.080
@@ Property / DOI: 10.1016/J.SPL.2008.01.080 / rank @@
+Normal rank