Operators associated with a stochastic differential equation driven by fractional Brownian motions (Q877719)

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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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