On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion (Q2493853): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.spl.2005.10.021 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.SPL.2005.10.021 / rank | |||
Normal rank | |||
Latest revision as of 00:33, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion |
scientific article |
Statements
On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion (English)
0 references
16 June 2006
0 references
absolute continuity
0 references
Doss-Sussmann transformation
0 references
fractional Brownian motion
0 references
Newton-Côtes SDE
0 references
0 references
