A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one

Reference : A simple theory for the study of SDEs driven by a fractional Brownian motion, in dime...


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/19297

Title :	A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one
Language :	English
Author, co-author :	Nourdin, Ivan [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
Publication date :	2008
Journal title :	Lecture notes in Mathematics
Publisher :	Springer
Special issue title :	Séminaire de Probabilités XLI
Pages :	181-197
Peer reviewed :	Yes
Audience :	International
ISSN :	0075-8434
e-ISSN :	1617-9692
City :	Berlin
Country :	Germany
Permalink :	http://hdl.handle.net/10993/19297

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Open access	nourdin-simple.pdf		Author preprint	246.54 kB	View/Open

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