On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion

Reference : On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/19298

Title :	On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion
Language :	English
Author, co-author :	Nourdin, Ivan [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
	Simon, Thomas []
Publication date :	2006
Journal title :	Statistics and Probability Letters
Volume :	76
Issue/season :	9
Pages :	907-912
Peer reviewed :	Yes
Audience :	International
Permalink :	http://hdl.handle.net/10993/19298

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