SDE solutions, at small times, driven by fractional Brownian motions.
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Publication:2484558
DOI10.1016/j.crma.2005.05.010zbMath1073.60061MaRDI QIDQ2484558
Publication date: 1 August 2005
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2005.05.010
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G18: Self-similar stochastic processes
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