A note on the continuity in the hurst index of the solution of rough differential equations driven by a fractional brownian motion

DOI10.1080/07362994.2020.1830111zbMath1471.60084arXiv2002.05281OpenAlexW3103506304WikidataQ115297212 ScholiaQ115297212MaRDI QIDQ5155321

Francesco C. De Vecchi, Daniela Morale, Luca M. Giordano, Stefania Ugolini

Publication date: 6 October 2021

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.05281

zbMATH Keywords

continuityfractional Brownian motionrough pathHurst parameters

Mathematics Subject Classification ID

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

Cites Work

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