Differential equations driven by Gaussian signals
From MaRDI portal
Publication:985327
DOI10.1214/09-AIHP202zbMath1202.60058arXiv0707.0313MaRDI QIDQ985327
Peter K. Friz, Nicolas Victoir
Publication date: 21 July 2010
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0707.0313
60G15: Gaussian processes
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H99: Stochastic analysis
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