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Article (Scientific journals)
On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion
NOURDIN, Ivan
;
Simon, Thomas
2006
•
In
Statistics and Probability Letters, 76
(9), p. 907-912
Peer reviewed
Permalink
https://hdl.handle.net/10993/19298
DOI
10.1016/j.spl.2005.10.021
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Disciplines :
Mathematics
Author, co-author :
NOURDIN, Ivan
;
University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Simon, Thomas
Language :
English
Title :
On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion
Publication date :
2006
Journal title :
Statistics and Probability Letters
Volume :
76
Issue :
9
Pages :
907-912
Peer reviewed :
Peer reviewed
Available on ORBilu :
since 23 December 2014
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