Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion
type: Item
instance of: scholarly article
title: Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion
author: Alexandre Richard
author: Denis Talay
published in: Electronic Journal of Probability
publication date: 2024-10-16T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60B10
zbMATH DE Number: 7927522
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: Malliavin calculus
MaRDI profile type: MaRDI publication profile
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DOI: 10.1214/24-EJP1191
description: scientific article; zbMATH DE number 7927522