Operators associated with a stochastic differential equation driven by fractional Brownian motions (Q877719): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q115341179, #quickstatements; #temporary_batch_1712688784189 |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: math/0509511 / rank | |||
Normal rank | |||
Revision as of 18:28, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Operators associated with a stochastic differential equation driven by fractional Brownian motions |
scientific article |
Statements
Operators associated with a stochastic differential equation driven by fractional Brownian motions (English)
0 references
3 May 2007
0 references
Rough paths theory is used in studying operators associated to stochastic differential equations driven by fractional Brownian motion.
0 references
fractional Brownian motion
0 references
rough paths theory
0 references
stochastic differential equation
0 references
