Publication:5436608
From MaRDI portal
zbMath1144.34038arXivmath/0601628MaRDI QIDQ5436608
Publication date: 17 January 2008
Full work available at URL: https://arxiv.org/abs/math/0601628
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
34F05: Ordinary differential equations and systems with randomness
34C11: Growth and boundedness of solutions to ordinary differential equations
Related Items
Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion, Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions, Functional differential equations driven by a fractional Brownian motion, Controlled differential equations as Young integrals: a simple approach, A singular stochastic differential equation driven by fractional Brownian motion, Trees and asymptotic expansions for fractional stochastic differential equations, Densities for rough differential equations under Hörmander's condition, Ergodic theory for SDEs with extrinsic memory, A version of Hörmander's theorem for the fractional Brownian motion, Weak solutions to stochastic differential equations driven by fractional brownian motion, Rough path analysis via fractional calculus, Non-degeneracy of Wiener functionals arising from rough differential equations