On a SDE driven by a fractional Brownian motion and with monotone drift (Q1768214)
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scientific article; zbMATH DE number 2145771
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| English | On a SDE driven by a fractional Brownian motion and with monotone drift |
scientific article; zbMATH DE number 2145771 |
Statements
On a SDE driven by a fractional Brownian motion and with monotone drift (English)
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14 March 2005
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fractional Brownian motion
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stochastic integrals
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Girsanov transform
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0.9224014
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0.9063451
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0.90579283
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0.9037151
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0.8990235
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0.8985053
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0.89626455
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