Author:
Baudoin Fabrice,Ouyang Cheng,Zhang Xuejing
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Reference25 articles.
1. A version of Hörmander’s theorem for the fractional Brownian motion;Baudoin;Probab. Theory Related Fields,2007
2. F. Baudoin, E. Nualart, C. Ouyang, S. Tindel, Hitting probability for differential systems driven by a fractional Brownian motion, 2013. Arxiv Preprint.
3. Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions;Baudoin;Stochastic Process. Appl.,2011
4. Upper bounds for the density of solutions of stochastic differential equations driven by fractional Brownian motions;Baudoin;Ann. Inst. H. Poincaré,2014
5. F. Baudoin, C. Ouyang, X. Zhang, Smoothing effect of rough differential equations driven by fractional Brownian motions, 2013. Arxiv Preprint.
Cited by
8 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献