Weak solutions for stochastic differential equations with additive fractional noise
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference9 articles.
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3. Fernique, X.M., 1974. Regularité des trajectories de fonctions aléatoires gaussiennes. In: École d’Eté de Saint-Flour IV, Lecture Notes in Math. 480, pp. 2–95.
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5. An elementary approach to a Girsanov formula and another analytical results on fractional Brownian motion;Norros;Bernouilli,1999
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