Mutual intersection for rough differential systems driven by fractional Brownian motions
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Publication:1650301
DOI10.1016/j.spl.2017.11.012zbMath1392.60035OpenAlexW2772797266MaRDI QIDQ1650301
Cheng Ouyang, Yinghui Shi, Dong Sheng Wu
Publication date: 3 July 2018
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2017.11.012
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)
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