On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion (Q2493853): Difference between revisions
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Revision as of 01:56, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion |
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On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion (English)
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16 June 2006
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absolute continuity
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Doss-Sussmann transformation
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fractional Brownian motion
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Newton-Côtes SDE
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