Operators associated with a stochastic differential equation driven by fractional Brownian motions (Q877719): Difference between revisions
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Revision as of 17:28, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Operators associated with a stochastic differential equation driven by fractional Brownian motions |
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Operators associated with a stochastic differential equation driven by fractional Brownian motions (English)
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3 May 2007
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Rough paths theory is used in studying operators associated to stochastic differential equations driven by fractional Brownian motion.
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fractional Brownian motion
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rough paths theory
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stochastic differential equation
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