Upper bounds for the density of solutions to stochastic differential equations driven by fractional Brownian motions

DOI10.1214/12-AIHP522zbMath1286.60051arXiv1104.3884WikidataQ126120478 ScholiaQ126120478MaRDI QIDQ2438257

Cheng Ouyang, Samy Tindel, Fabrice Baudoin

Publication date: 10 March 2014

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.3884

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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