Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion
DOI10.1214/24-EJP1191MaRDI QIDQ6620103FDOQ6620103
Authors: Alexandre Richard, Denis Talay 
Publication date: 16 October 2024
Published in: Electronic Journal of Probability (Search for Journal in Brave)
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Convergence of probability measures (60B10) Stochastic calculus of variations and the Malliavin calculus (60H07) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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