Linear Stochastic Differential Equations Driven by a Fractional Brownian Motion with Hurst Parameter Less than 1/2 (Q3423698)
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scientific article; zbMATH DE number 5126825
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| English | Linear Stochastic Differential Equations Driven by a Fractional Brownian Motion with Hurst Parameter Less than 1/2 |
scientific article; zbMATH DE number 5126825 |
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Linear Stochastic Differential Equations Driven by a Fractional Brownian Motion with Hurst Parameter Less than 1/2 (English)
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15 February 2007
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chaotic representation
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divergence operator for Gaussian processes
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fractional derivatives and integrals
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0.98242265
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0.9462698
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0.9406193
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0.93414843
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0.9338701
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0.9302525
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0.9296081
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