Strong Existence and Higher Order Fréchet Differentiability of Stochastic Flows of Fractional Brownian Motion Driven SDEs with Singular Drift

Author:

Baños David,Nilssen Torstein,Proske FrankORCID

Funder

Norges Forskningsråd

Publisher

Springer Science and Business Media LLC

Subject

Analysis

Reference51 articles.

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3. Amine, O., Baños, D., Proske, F.: Regularity properties of the stochastic flow of a skew fractional Brownian motion. arXiv:1805.04889v1 (2018)

4. Amine, O., Coffie, E., Harang, F., Proske, F.: A Bismut–Elworthy–Li formula for singular SDE’s driven by a fractional Brownian motion and applications to rough volatility modeling. arXiv:1805.11435v1 [math.PR] (2018)

5. Anari, N., Gurvits, L., Gharan, S., Saberi, A.: Simply exponential approximation of the permanent of positive semdefinite matrices. In: 58th Annual IEEE Symposium on Foundations of Computer Science (2017)

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