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Article (Scientific journals)
A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one
Nourdin, Ivan
2008
•
In
Lecture notes in Mathematics
, p. 181-197
Peer reviewed
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https://hdl.handle.net/10993/19297
DOI
10.1007/978-3-540-77913-1_8
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Disciplines :
Mathematics
Author, co-author :
Nourdin, Ivan
;
University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Language :
English
Title :
A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one
Publication date :
2008
Journal title :
Lecture notes in Mathematics
ISSN :
1617-9692
Publisher :
Springer, Berlin, Germany
Special issue title :
Séminaire de Probabilités XLI
Pages :
181-197
Peer reviewed :
Peer reviewed
Available on ORBilu :
since 23 December 2014
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