Publication:5423778
From MaRDI portal
zbMath1135.60034arXivmath/0606214MaRDI QIDQ5423778
David Nualart, Laurent Decreusefond
Publication date: 31 October 2007
Full work available at URL: https://arxiv.org/abs/math/0606214
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H05: Stochastic integrals
Related Items
A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion, Controlled differential equations as Young integrals: a simple approach, Fractional Brownian flows, Sensitivity of rough differential equations: an approach through the omega lemma, A stability result for stochastic differential equations driven by fractional Brownian motions, Time reversal of Volterra processes driven stochastic differential equations